Geodesic
Comparative analysis of methods for solving an optimal control problem
Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, Tome 153 (2011) no. 4, pp. 49-58

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Approximation of a state-constrained optimal control problem with the right-hand side of a linear elliptic equation by the finite difference method is considered. Iterative methods for solving grid problems are built. Their convergent conditions are given. According to numerical results, analysis of their efficiency is done.
Keywords: optimal control, saddle problem with constraints, iterative methods. 
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     author = {M. G. Khasanov},
     title = {Comparative analysis of methods for solving an optimal control problem},
     journal = {U\v{c}\"enye zapiski Kazanskogo universiteta. Seri\^a Fiziko-matemati\v{c}eskie nauki},
     pages = {49--58},
     publisher = {mathdoc},
     volume = {153},
     number = {4},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/UZKU_2011_153_4_a4/}
}
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M. G. Khasanov. Comparative analysis of methods for solving an optimal control problem. Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, Tome 153 (2011) no. 4, pp. 49-58. http://geodesic.mathdoc.fr/item/UZKU_2011_153_4_a4/