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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1983, Volume 23, Number 1, Pages 39–50 (Mi zvmmf5594)  
Duality relations for the convex optinal control problem

A. A. Levikov

Moscow
Full-text PDF (1224 kB)
Abstract: Extremum conditions in the form of a maximum principle for the optimal control problem are derived from extrenum conditions for the finite-difference analogues. On the basis of the optimal values of the direct and dual variables for a finite-difference analogue, upper and lower bounds are evaluated for the optimum value of the functional of the continuous problem, and these bounds are shown to tend to the optimum functional in question.
Received: 03.03.1981
Revised: 21.12.1981
English version:
USSR Computational Mathematics and Mathematical Physics, 1983, Volume 23, Issue 1, Pages 27–34
DOI: https://doi.org/10.1016/S0041-5553(83)80006-8
Bibliographic databases:
Document Type: Article
UDC: 517.977.5
MSC: Primary 49N15; Secondary 49M25, 49K15
Language: Russian
Citation: A. A. Levikov, “Duality relations for the convex optinal control problem”, Zh. Vychisl. Mat. Mat. Fiz., 23:1 (1983), 39–50; U.S.S.R. Comput. Math. Math. Phys., 23:1 (1983), 27–34
Citation in format AMSBIB
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\by A.~A.~Levikov
\paper Duality relations for the convex optinal control problem
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 1983
\vol 23
\issue 1
\pages 39--50
\mathnet{http://mi.mathnet.ru/zvmmf5594}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=692740}
\zmath{https://zbmath.org/?q=an:0511.49009}
\transl
\jour U.S.S.R. Comput. Math. Math. Phys.
\yr 1983
\vol 23
\issue 1
\pages 27--34
\crossref{https://doi.org/10.1016/S0041-5553(83)80006-8}
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