Geodesic
Method for nonlocal improvement of extreme controls in the maximization of the terminal state norm
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 5, pp. 791-804 Cet article a éte moissonné depuis la source Math-Net.Ru

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A numerical approach is applied to the maximization of a positive definite quadratic form on the set of terminal states of a linear system with interval constraints on the control. An optimality criterion is used to develop a method for nonlocal improvement of controls satisfying the maximum principle (extreme points of the reachable set). The iterative procedure of the method is proved to converge. Numerical results are presented. 
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V. G. Antonik; V. A. Srochko. Method for nonlocal improvement of extreme controls in the maximization of the terminal state norm. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 5, pp. 791-804. http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_5_a2/

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