The projection method in linear-quadratic problems of optimal control (Q1571130): Difference between revisions
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| Property / author: Vladimir Georgievich Antonik / rank | |||
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| Property / author: Vladimir Andreevich Srochko / rank | |||
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| Property / reviewed by: Alexey A. Tret'yakov / rank | |||
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Revision as of 09:58, 10 February 2024
scientific article
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| English | The projection method in linear-quadratic problems of optimal control |
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The projection method in linear-quadratic problems of optimal control (English)
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11 October 2000
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The authors design and study a family of iterative procedures, based on the projection operation, for optimization of a bilinear dynamical system. The main result is a successive approximation method, which seems to be fairly economical in terms of the computational cost for the problems under consideration. The convergence of the method is studied, and a conclusion is drawn that is based on the results of numerical implementation.
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quadratic problems
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optimal control
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projection method
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convergence
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descent
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