Geodesic
Numerical methods for solving applied optimal control problems
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 53 (2013) no. 12, pp. 2014-2028

Voir la notice de l'article provenant de la source Math-Net.Ru

For an optimal control problem with state constraints, an iterative solution method is described based on reduction to a finite-dimensional problem, followed by applying a successive linearization algorithm with the use of an augmented Lagrangian. The efficiency of taking into account state constraints in optimal control computation is illustrated by numerically solving several application problems. 
@article{ZVMMF_2013_53_12_a6,
     author = {A. Yu. Gornov and A. I. Tyatyushkin and E. A. Finkelshtein},
     title = {Numerical methods for solving applied optimal control problems},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {2014--2028},
     publisher = {mathdoc},
     volume = {53},
     number = {12},
     year = {2013},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2013_53_12_a6/}
}
TY  - JOUR
AU  - A. Yu. Gornov
AU  - A. I. Tyatyushkin
AU  - E. A. Finkelshtein
TI  - Numerical methods for solving applied optimal control problems
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 2013
SP  - 2014
EP  - 2028
VL  - 53
IS  - 12
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_2013_53_12_a6/
LA  - ru
ID  - ZVMMF_2013_53_12_a6
ER  - 
%0 Journal Article
%A A. Yu. Gornov
%A A. I. Tyatyushkin
%A E. A. Finkelshtein
%T Numerical methods for solving applied optimal control problems
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 2013
%P 2014-2028
%V 53
%N 12
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZVMMF_2013_53_12_a6/
%G ru
%F ZVMMF_2013_53_12_a6
A. Yu. Gornov; A. I. Tyatyushkin; E. A. Finkelshtein. Numerical methods for solving applied optimal control problems. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 53 (2013) no. 12, pp. 2014-2028. http://geodesic.mathdoc.fr/item/ZVMMF_2013_53_12_a6/