Runge-Kutta methods in optimal control and the transformed adjoint system

The convergence rate is determined for Runge-Kutta discretizations of nonli near control problems. The analysis utilizes a connection between the Kuhn- Tucker multipliers for the discrete problem and the adjoint variables assoc iated with the continuous minimum principle. This connection can also be ex ploited in numerical solution techniques that require the gradient of the d iscrete cost function.