On convergence of the Monotone Structural Evolution

The paper studies convergenceof the Monotone Structural Evolution (MSE), a computational method of optimal control. The principles of MSE are described and an expository example presents the method in action. It is then proved that under appropriate assumptions the method is convergent to the decision space stationarity conditions. Observations on finite convergence and on connections with Pontryagin’s maximum principle are also provided.

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Opracowanie ze środków MNiSW w ramach umowy 812/P-DUN/2016 na działalność upowszechniającą naukę (zadania 2017).