Andreani, R.Goncalves, P. S. [UNESP]Silva, Geraldo Nunes [UNESP]2014-05-202014-05-202004-01-01Computational & Applied Mathematics. Sao Carlos Sp: Soc Brasileira Matematica Aplicada & Computacional, v. 23, n. 1, p. 81-105, 2004.0101-8205http://hdl.handle.net/11449/34247We propose a discrete approximation scheme to a class of Linear Quadratic Continuous Time Problems. It is shown, under positiveness of the matrix in the integral cost, that optimal solutions of the discrete problems provide a sequence of bounded variation functions which converges almost everywhere to the unique optimal solution. Furthermore, the method of discretization allows us to derive a number of interesting results based on finite dimensional optimization theory, namely, Karush-Kuhn-Tucker conditions of optimality and weak and strong duality. A number of examples are provided to illustrate the theory.81-105engLinear Quadratic problemsContinuous time optimizationdiscrete approximationstrict convexityArtigoS1807-03022004000100005WOS:000208135000005Acesso abertoWOS000208135000005.pdf3638688119433520