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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2013, Volume 19, Number 2, Pages 7–25
(Mi timm928)
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This article is cited in 8 scientific papers (total in 8 papers)
Linear programming and dynamics
A. S. Antipina, E. V. Khoroshilovab a Dorodnitsyn Computing Centre of the Russian Academy of Sciences
b Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
A linear boundary value problem of optimal control is considered in a Hilbert space. The problem is based on linear dynamics and a terminal problem of linear programming at the right end of the time interval. A saddle method is proposed for its solution, and its convergence is proved.
Keywords:
linear programming, optimal control, boundary value problems, solution methods, convergence, stability.
Received: 12.02.2013
Citation:
A. S. Antipin, E. V. Khoroshilova, “Linear programming and dynamics”, Trudy Inst. Mat. i Mekh. UrO RAN, 19, no. 2, 2013, 7–25
Linking options:
https://www.mathnet.ru/eng/timm928 https://www.mathnet.ru/eng/timm/v19/i2/p7
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