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scientific article; zbMATH DE number 18379
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scientific article; zbMATH DE number 18379 |
Statements
26 June 1992
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convergence analysis
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minimax control
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phase constraints
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successive approximations
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penalty functions
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0.8098779320716858
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[For the entire collection see Zbl 0693.00016. ] For the solution of a minimax control problem with phase constraints and a free termination time of the process a method is proposed which combines the method of successive approximations and the method of penalty functions. The method is applicable to the determination of solutions to various problems: with decomposed and bounded variables, or with a nonsmooth functional. In the present article, the first of them is considered. A new approximation for the control is constructed using the convexity of the domains of control on a set of small measure. Convergence of the method is proved.
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