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JOURNALS // Bulletin of Irkutsk State University. Series Mathematics // Archive
Bulletin of Irkutsk State University. Series Mathematics, 2011 Volume 4, Issue 2, Pages 27–44 (Mi iigum103)
This article is cited in 3 papers

The method of modified Lagrange function for optimal control problem

A. S. Antipin

Computing Center of RAS, 19333, Russia, Moscow, Vavilov str., 40

Abstract: The method for optimal control problem is considered. This method is known as the method of modified Lagrange function. The convergence of this method is proved.

Keywords: optimal control, Lagrange function, modified Lagrange function, method, convergence.

UDC: 518.517


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