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Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 2011, Volume 153, Book 4, Pages 49–58 (Mi uzku1079)  
Comparative analysis of methods for solving an optimal control problem

M. G. Khasanov

N. G. Chebotarev Research Institute of Mathematics and Mechanics, Kazan (Volga Region) Federal University
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Abstract: Approximation of a state-constrained optimal control problem with the right-hand side of a linear elliptic equation by the finite difference method is considered. Iterative methods for solving grid problems are built. Their convergent conditions are given. According to numerical results, analysis of their efficiency is done.
Keywords: optimal control, saddle problem with constraints, iterative methods.
Received: 23.06.2011
Document Type: Article
UDC: 519.6
Language: Russian
Citation: M. G. Khasanov, “Comparative analysis of methods for solving an optimal control problem”, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 153, no. 4, Kazan University, Kazan, 2011, 49–58
Citation in format AMSBIB
\Bibitem{Kha11}
\by M.~G.~Khasanov
\paper Comparative analysis of methods for solving an optimal control problem
\serial Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki
\yr 2011
\vol 153
\issue 4
\pages 49--58
\publ Kazan University
\publaddr Kazan
\mathnet{http://mi.mathnet.ru/uzku1079}
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