A stochastic algorithm for extremum search, optimal in one step

DOI10.1016/0041-5553(81)90147-6zbMath0499.49013OpenAlexW2031725628MaRDI QIDQ5905309

Alexander Ivanovich Tyatyushkin, O. V. Vasil'ev

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1016/0041-5553(81)90147-6

zbMATH Keywords

Pontryagin's maximum principlefirst and second order conditionsoptimal control problem with free right end

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (2)

Numerical methods for solving applied optimal control problems ⋮ Algorithms for nonlinear optimal control problems based on the first and second order necessary conditions

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