The projection method in linear-quadratic problems of optimal control (Q1571130)

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.