Linear-quadratic problem of optimal control: justification and convergence of nonlocal methods
The Bulletin of Irkutsk State University. Series Mathematics, Tome 6 (2013) no. 1, pp. 89-100
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A convex linear-quadratic problem is considered in the class of methods of nonlocal improvement. The uniqueness of solutions of phase and conjugate systems for maximization control is justified. The convergence theorems for iterative methods are proved.
Keywords:
linear-quadratic problem; special formulas for functional; methods of nonlocal improvement.
@article{IIGUM_2013_6_1_a8,
author = {V. A. Srochko and E. V. Aksenyushkina},
title = {Linear-quadratic problem of optimal control: justification and convergence of nonlocal methods},
journal = {The Bulletin of Irkutsk State University. Series Mathematics},
pages = {89--100},
publisher = {mathdoc},
volume = {6},
number = {1},
year = {2013},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/IIGUM_2013_6_1_a8/}
}
TY - JOUR AU - V. A. Srochko AU - E. V. Aksenyushkina TI - Linear-quadratic problem of optimal control: justification and convergence of nonlocal methods JO - The Bulletin of Irkutsk State University. Series Mathematics PY - 2013 SP - 89 EP - 100 VL - 6 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/IIGUM_2013_6_1_a8/ LA - ru ID - IIGUM_2013_6_1_a8 ER -
%0 Journal Article %A V. A. Srochko %A E. V. Aksenyushkina %T Linear-quadratic problem of optimal control: justification and convergence of nonlocal methods %J The Bulletin of Irkutsk State University. Series Mathematics %D 2013 %P 89-100 %V 6 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/IIGUM_2013_6_1_a8/ %G ru %F IIGUM_2013_6_1_a8
V. A. Srochko; E. V. Aksenyushkina. Linear-quadratic problem of optimal control: justification and convergence of nonlocal methods. The Bulletin of Irkutsk State University. Series Mathematics, Tome 6 (2013) no. 1, pp. 89-100. http://geodesic.mathdoc.fr/item/IIGUM_2013_6_1_a8/