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The Bulletin of Irkutsk State University. Series Mathematics, 2013, Volume 6, Issue 1, Pages 89–100 (Mi iigum9)  
This article is cited in 2 scientific papers (total in 2 papers)

Linear-quadratic problem of optimal control: justification and convergence of nonlocal methods

V. A. Srochkoa, E. V. Aksenyushkinab

a Irkutsk State University, 1, K. Marks St., Irkutsk, 664003
b Baikal National University of Economics and Law, 11, Lenin St., Irkutsk, 664015

Abstract: A convex linear-quadratic problem is considered in the class of methods of nonlocal improvement. The uniqueness of solutions of phase and conjugate systems for maximization control is justified. The convergence theorems for iterative methods are proved.

Keywords: linear-quadratic problem; special formulas for functional; methods of nonlocal improvement.

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UDC: 517.977

Citation: V. A. Srochko, E. V. Aksenyushkina, “Linear-quadratic problem of optimal control: justification and convergence of nonlocal methods”, The Bulletin of Irkutsk State University. Series Mathematics, 6:1 (2013), 89–100

Citation in format AMSBIB
\Bibitem{SroAks13}
\by V.~A.~Srochko, E.~V.~Aksenyushkina
\paper Linear-quadratic problem of optimal control: justification and convergence of nonlocal methods
\jour The Bulletin of Irkutsk State University. Series Mathematics
\yr 2013
\vol 6
\issue 1
\pages 89--100
\mathnet{http://mi.mathnet.ru/iigum9}


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    This publication is cited in the following articles:
    1. A. S. Antipin, E. V. Khoroshilova, “O kraevoi zadache terminalnogo upravleniya s kvadratichnym kriteriem kachestva”, Izvestiya Irkutskogo gosudarstvennogo universiteta. Seriya Matematika, 8 (2014), 7–28  mathnet
    2. A. S. Strekalovskii, “Sovremennye metody resheniya nevypuklykh zadach optimalnogo upravleniya”, Izvestiya Irkutskogo gosudarstvennogo universiteta. Seriya Matematika, 8 (2014), 141–163  mathnet
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