scientific article; zbMATH DE number 18379

MaRDI QIDQ3975765zbMATH OpenFDO

Authors A. F. Tarakanov

Publication date 26 June 1992

zbMATH Keywords

convergence analysisminimax controlpenalty functionsphase constraintssuccessive approximations

Mathematics Subject Classification ID

Existence of solutions for minimax problems (49J35)

Review text

[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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