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Bulletin of Irkutsk State University. Series Mathematics, 2010, Volume 3, Issue 3, Pages 2–20 (Mi iigum161)  
This article is cited in 1 scientific paper (total in 1 paper)

Extragradient methods for optimal control problems with linear restrictions

A. S. Antipina, E. V. Horoshilovab

a Computing Center of RAS, 19333, Russia, Moscow, Vavilov str., 40
b Moscow State University, 19333, Russia, Moscow, Leninskie gory, 1
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Abstract: This paper contains the method for the optimal control problem regarding linear dynamic system. The iterative extragradient process is constructed. Convergence of the method is proved.
Keywords: optimal control, Lagrange function, extragradient method, convergence.
Document Type: Article
UDC: 517.97
Language: Russian
Citation: A. S. Antipin, E. V. Horoshilova, “Extragradient methods for optimal control problems with linear restrictions”, Bulletin of Irkutsk State University. Series Mathematics, 3:3 (2010), 2–20
Citation in format AMSBIB
\Bibitem{AntKho10}
\by A.~S.~Antipin, E.~V.~Horoshilova
\paper Extragradient methods for optimal control problems with linear restrictions
\jour Bulletin of Irkutsk State University. Series Mathematics
\yr 2010
\vol 3
\issue 3
\pages 2--20
\mathnet{http://mi.mathnet.ru/iigum161}
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    • This publication is cited in the following 1 articles:
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