Linear programming and dynamics
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 19 (2013) no. 2, pp. 7-25 Cet article a éte moissonné depuis la source Math-Net.Ru

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A linear boundary value problem of optimal control is considered in a Hilbert space. The problem is based on linear dynamics and a terminal problem of linear programming at the right end of the time interval. A saddle method is proposed for its solution, and its convergence is proved.
Keywords: linear programming, optimal control, boundary value problems, solution methods, stability.
Mots-clés : convergence
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A. S. Antipin; E. V. Khoroshilova. Linear programming and dynamics. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 19 (2013) no. 2, pp. 7-25. http://geodesic.mathdoc.fr/item/TIMM_2013_19_2_a1/

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