Geodesic
The method of modified Lagrange function for optimal control problem
The Bulletin of Irkutsk State University. Series Mathematics, Tome 4 (2011) no. 2, pp. 27-44

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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
Mots-clés : convergence. 
@article{IIGUM_2011_4_2_a2,
     author = {A. S. Antipin},
     title = {The method of modified {Lagrange} function for optimal control problem},
     journal = {The Bulletin of Irkutsk State University. Series Mathematics},
     pages = {27--44},
     publisher = {mathdoc},
     volume = {4},
     number = {2},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/IIGUM_2011_4_2_a2/}
}
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A. S. Antipin. The method of modified Lagrange function for optimal control problem. The Bulletin of Irkutsk State University. Series Mathematics, Tome 4 (2011) no. 2, pp. 27-44. http://geodesic.mathdoc.fr/item/IIGUM_2011_4_2_a2/