Geodesic
Numerical solution of a linear-quadratic optimal control problem based on nonlocal methods
Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory, Geometry, Mechanics, and Differential Equations, Tome 212 (2022), pp. 84-91

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In this paper, a convex linear-quadratic problem is considered within the class of nonlocal descent methods. The uniqueness of solutions of the phase and conjugate systems is established. The convergence of iterative methods with respect to the cost functional is proved.
Keywords: linear-quadratic problem, exact formulas for the increment of a functional, methods of nonlocal improvement. 
@article{INTO_2022_212_a8,
     author = {V. A. Srochko and V. G. Antonik and E. V. Aksenyushkina},
     title = {Numerical solution of a linear-quadratic optimal control problem based on nonlocal methods},
     journal = {Itogi nauki i tehniki. Sovremenna\^a matematika i e\"e prilo\v{z}eni\^a. Temati\v{c}eskie obzory},
     pages = {84--91},
     publisher = {mathdoc},
     volume = {212},
     year = {2022},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/INTO_2022_212_a8/}
}
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V. A. Srochko; V. G. Antonik; E. V. Aksenyushkina. Numerical solution of a linear-quadratic optimal control problem based on nonlocal methods. Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory, Geometry, Mechanics, and Differential Equations, Tome 212 (2022), pp. 84-91. http://geodesic.mathdoc.fr/item/INTO_2022_212_a8/