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Avtomatika i Telemekhanika, 2012, Issue 3, Pages 117–133
(Mi at3782)
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This article is cited in 7 scientific papers (total in 7 papers)
Applications of Mathematical Programming
Extragradient method of optimal control with terminal constraints
E. V. Khoroshilova M. V. Lomonosov Moscow State University, Moscow, Russia
Abstract:
For the case where the objective function is minimized over part of the set of attainability defined by a system of linear inequalities, consideration was given to a method of solving the optimal control problem over a fixed time interval with free right end and constraints in the form of a linear differential equation. An iterative extragradient process formulated in the functional subspace of the sectionally continuous controls from $L_2^r$ was proposed, and its convergence was proved.
Citation:
E. V. Khoroshilova, “Extragradient method of optimal control with terminal constraints”, Avtomat. i Telemekh., 2012, no. 3, 117–133; Autom. Remote Control, 73:3 (2012), 517–531
Linking options:
https://www.mathnet.ru/eng/at3782 https://www.mathnet.ru/eng/at/y2012/i3/p117
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Abstract page: | 419 | Full-text PDF : | 87 | References: | 64 | First page: | 27 |
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