**Preprint series:** 06-13, Reports on Numerical Mathematics

**Preprint series:**
, Reports on Numerical Mathematics and Optimization

**MSC:**- 49J15 Optimal control problems involving ordinary differential equations
- 49M25 Discrete approximations
- 65L10 Boundary value problems
- 65L12 Finite difference methods

**Abstract:** We consider linear-quadratic problems of optimal control with an elliptic state equation and control constraints. For a discretization of the state equation by the method of Finite Differences and a piecewise approximation of the control we develop error estimates for the solution of the discrete problem and further, based on the optimality conditions, we construct a new feasible control for which we derive error estimates of quadratic order.

**Keywords:** *Linear quadratic optimal control problems, elliptic equations, finite difference approximations, error estimates*

**Upload:** 2006-11-09

**Update:** 2006-11-09

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