Geodesic
Extragradient methods for optimal control problems with linear restrictions
The Bulletin of Irkutsk State University. Series Mathematics, Tome 3 (2010) no. 3, pp. 2-20

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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
Mots-clés : convergence. 
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     title = {Extragradient methods for optimal control problems with linear restrictions},
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A. S. Antipin; E. V. Horoshilova. Extragradient methods for optimal control problems with linear restrictions. The Bulletin of Irkutsk State University. Series Mathematics, Tome 3 (2010) no. 3, pp. 2-20. http://geodesic.mathdoc.fr/item/IIGUM_2010_3_3_a0/