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JOURNALS // Bulletin of Irkutsk State University. Series Mathematics // Archive
Bulletin of Irkutsk State University. Series Mathematics, 2010 Volume 3, Issue 3, Pages 2–20 (Mi iigum161)
This article is cited in 1 paper

Extragradient methods for optimal control problems with linear restrictions

A. S. Antipina, E. V. Horoshilovab

a Computing Center of RAS, 19333, Russia, Moscow, Vavilov str., 40
b Moscow State University, 19333, Russia, Moscow, Leninskie gory, 1

Abstract: This paper contains the method for the optimal control problem regarding linear dynamic system. The iterative extragradient process is constructed. Convergence of the method is proved.

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

UDC: 517.97


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