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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1990, Volume 30, Number 8, Pages 1133–1149
(Mi zvmmf3213)
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This article is cited in 2 scientific papers (total in 2 papers)
The maximum principle residual functional in optimal control theory
M. I. Sumin Gor'kii
Abstract:
The possibilities of applying results related to the so-called maximum principle residual functional to justify and design algorithms for solving optimal control problems and discussed. The differential properties of the value function of the optimal control problem are established. A dual method for solving the optimal control problem, based on maximizing the value function of a modified Lagrange functional, is described.
Received: 22.09.1989
Citation:
M. I. Sumin, “The maximum principle residual functional in optimal control theory”, Zh. Vychisl. Mat. Mat. Fiz., 30:8 (1990), 1133–1149; U.S.S.R. Comput. Math. Math. Phys., 30:4 (1990), 117–129
Linking options:
https://www.mathnet.ru/eng/zvmmf3213 https://www.mathnet.ru/eng/zvmmf/v30/i8/p1133
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Abstract page: | 475 | Full-text PDF : | 137 | References: | 86 | First page: | 1 |
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