Extragradient method for solving an optimal control problem with implicitly specified boundary conditions

DOI10.1134/S0965542516110026zbMath1373.49034OpenAlexW2588933822MaRDI QIDQ2357118

F. P. Vasil'ev, Anatoliĭ Sergeevich Antipin, L. A. Artemyeva

Publication date: 19 June 2017

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0965542516110026

zbMATH Keywords

convergenceoptimal control problemsaddle pointextragradient methodLagrange function

Mathematics Subject Classification ID

Newton-type methods (49M15) Linear systems in control theory (93C05) Methods involving semicontinuity and convergence; relaxation (49J45) Control/observation systems governed by ordinary differential equations (93C15) Linear optimal control problems (49N05)

Related Items (1)

Regularized extragradient method of finding a solution to an optimal control problem with inaccurately specified input data

Cites Work

• Extragradient method for searching for an equilibrium point in two-person saddle-point games
• Terminal control of boundary models
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