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.

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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. 
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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/

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