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Avtomatika i Telemekhanika, 1982, Issue 3, Pages 71–78 (Mi at5474)  
Developing Systems

On estimating the accuracy of solving a linear optimal control problem

A. A. Levikov

Moscow
Full-text PDF (1245 kB)
Abstract: A linear optimal control problem with constraints of the mixed type is replaced by finite difference analogs whose solution leads to computation of upper and lower bounds for the optimal value of the performance criterion of the continuous problem. In the limit the estimates are shown to tend to the quantity to be estimated.

Received: 12.02.1981
Bibliographic databases:
Document Type: Article
UDC: 62-505.1
Language: Russian
Citation: A. A. Levikov, “On estimating the accuracy of solving a linear optimal control problem”, Avtomat. i Telemekh., 1982, no. 3, 71–78; Autom. Remote Control, 43:3 (1982), 324–330
Citation in format AMSBIB
\Bibitem{Lev82}
\by A.~A.~Levikov
\paper On estimating the accuracy of solving a linear optimal control problem
\jour Avtomat. i Telemekh.
\yr 1982
\issue 3
\pages 71--78
\mathnet{http://mi.mathnet.ru/at5474}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=689940}
\zmath{https://zbmath.org/?q=an:0529.49016}
\transl
\jour Autom. Remote Control
\yr 1982
\vol 43
\issue 3
\pages 324--330
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