discretization

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Does Kelley-Bryson's discrete costate recursion reduce to Pontryagin's continuous adjoint equations in the small-step limit?

capture promoted Tier 1 2026-10-01 · kelley-bryson, pontryagin, optimal-control, adjoint-method, costate
Ober-Blöbaum, Junge & Marsden (2008/2011) prove the discrete costate recursion converges to the continuous Pontryagin adjoint as step size → 0, under stated smoothness/coercivity/discretization hypotheses

claim budding Tier 1 2026-10-01 · pontryagin, costate, adjoint, convergence, symplectic-integrators