LINEAR PROGRAMMING AND DYNAMICS
In a Hilbert space we consider the linear boundary value problem of optimal control based on the linear dynamics and the terminal linear programming problem at the right end of the time interval. There is provided a saddle-point method to solve it. Convergence of the method is proved.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences and Ural Federal University named after the first President of Russia B.N.Yeltsin.
2015-11-01
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| Series: | Ural Mathematical Journal |
| Subjects: | |
| Online Access: | https://umjuran.ru/index.php/umj/article/view/31 |