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Ural Math. J., 2015, Volume 1, Issue 1, Pages 3–19 (Mi umj1)  
Linear programming and dynamics

Anatoly S. Antipina, Elena V. Khoroshilovab

a Computing Center of RAS, Moscow, Russia
b CMC Faculty, Lomonosov Moscow State University, Moscow, Russia

Abstract: In a Hilbert space we consider the linear boundary value problem of optimal control based on the linear dynamics and the terminal linear programming problem at the right end of the time interval. There is provided a saddle-point method to solve it. Convergence of the method is proved.

Keywords: Linear programming, Optimal control, Boundary value problems, Methods for solving problems, Convergence, Stability.

Funding Agency Grant Number
Russian Foundation for Basic Research 15-01-06045
Ministry of Education and Science of the Russian Federation NSh-4640.2014.1
This work was supported by the Russian Foundation for Basic Research (project no. 15-01-06045-a), and the Program for Support of Leading Scientific Schools (project no. NSh-4640.2014.1.)


DOI: https://doi.org/10.15826/umj.2015.1.001

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Citation: Anatoly S. Antipin, Elena V. Khoroshilova, “Linear programming and dynamics”, Ural Math. J., 1:1 (2015), 3–19

Citation in format AMSBIB
\Bibitem{AntKho15}
\by Anatoly~S.~Antipin, Elena~V.~Khoroshilova
\paper Linear programming and dynamics
\jour Ural Math. J.
\yr 2015
\vol 1
\issue 1
\pages 3--19
\mathnet{http://mi.mathnet.ru/umj1}
\crossref{https://doi.org/10.15826/umj.2015.1.001}
\zmath{https://zbmath.org/?q=an:1396.49001}
\elib{https://elibrary.ru/item.asp?id=25613591}


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