Geodesic
A~numerical method of solving a~linear problem on a~minimum consumption of resources
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 12 (2009) no. 3, pp. 247-267

Voir la notice de l'article provenant de la source Math-Net.Ru

A simple algorithm of developing a quasi-optimal control relative to the consumption of resources is considered. The control is used as an initial approach to an iterative procedure of computing the optimal control. A system of linear algebraic equations is obtained that approximately relays the increments of the initial conditions of the adjoint system to the increments of the amplitudes of the quasi-optimal control over ultimate values. A local convergence of the computing process with a quadratic rate is proved, a radius of the local convergence being found. The condition of global convergence of the method is determined. 
@article{SJVM_2009_12_3_a1,
     author = {V. M. Aleksandrov},
     title = {A~numerical method of solving a~linear problem on a~minimum consumption of resources},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
     pages = {247--267},
     publisher = {mathdoc},
     volume = {12},
     number = {3},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJVM_2009_12_3_a1/}
}
TY  - JOUR
AU  - V. M. Aleksandrov
TI  - A~numerical method of solving a~linear problem on a~minimum consumption of resources
JO  - Sibirskij žurnal vyčislitelʹnoj matematiki
PY  - 2009
SP  - 247
EP  - 267
VL  - 12
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SJVM_2009_12_3_a1/
LA  - ru
ID  - SJVM_2009_12_3_a1
ER  - 
%0 Journal Article
%A V. M. Aleksandrov
%T A~numerical method of solving a~linear problem on a~minimum consumption of resources
%J Sibirskij žurnal vyčislitelʹnoj matematiki
%D 2009
%P 247-267
%V 12
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SJVM_2009_12_3_a1/
%G ru
%F SJVM_2009_12_3_a1
V. M. Aleksandrov. A~numerical method of solving a~linear problem on a~minimum consumption of resources. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 12 (2009) no. 3, pp. 247-267. http://geodesic.mathdoc.fr/item/SJVM_2009_12_3_a1/