Geodesic
Global search in the optimal control problem with a terminal objective functional represented as the difference of two convex functions
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 48 (2008) no. 7, pp. 1187-1201 Cet article a éte moissonné depuis la source Math-Net.Ru

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A nonconvex optimal control problem is examined for a system that is linear with respect to state and has a terminal objective functional representable as the difference of two convex functions. A new local search method is proposed, and its convergence is proved. A strategy is also developed for the search of a globally optimal control process, because the Pontryagin and Bellman principles as applied to the above problem do not distinguish between the locally and globally optimal processes. The convergence of this strategy under appropriate conditions is proved. 
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     title = {Global search in the optimal control problem with a~terminal objective functional represented as the difference of two convex functions},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
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A. S. Strekalovskii; M. V. Yanulevich. Global search in the optimal control problem with a terminal objective functional represented as the difference of two convex functions. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 48 (2008) no. 7, pp. 1187-1201. http://geodesic.mathdoc.fr/item/ZVMMF_2008_48_7_a4/

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