Geodesic
Optimal Synthesis in a~Control Problem with Lipschitz Input Data
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Optimal control, Tome 262 (2008), pp. 240-252

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We propose a numerical algorithm for constructing an optimal synthesis in the control problem for a nonlinear system on a fixed time interval. We estimate the difference between the values of the cost functional on optimal trajectories and on the trajectories constructed according to this algorithm. The operation of the algorithm is illustrated by solving model examples on the plane. 
@article{TM_2008_262_a17,
     author = {N. N. Subbotina and T. B. Tokmantsev},
     title = {Optimal {Synthesis} in {a~Control} {Problem} with {Lipschitz} {Input} {Data}},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {240--252},
     publisher = {mathdoc},
     volume = {262},
     year = {2008},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TM_2008_262_a17/}
}
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N. N. Subbotina; T. B. Tokmantsev. Optimal Synthesis in a~Control Problem with Lipschitz Input Data. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Optimal control, Tome 262 (2008), pp. 240-252. http://geodesic.mathdoc.fr/item/TM_2008_262_a17/