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Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory, 2022, Volume 212, Pages 84–91
DOI: https://doi.org/10.36535/0233-6723-2022-212-84-91 (Mi into1037) 		 
Numerical solution of a linear-quadratic optimal control problem based on nonlocal methods

V. A. Srochkoa, V. G. Antonika, E. V. Aksenyushkinab

a Irkutsk State University
b Baikal State University
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DOI: https://doi.org/10.36535/0233-6723-2022-212-84-91
Abstract: In this paper, a convex linear-quadratic problem is considered within the class of nonlocal descent methods. The uniqueness of solutions of the phase and conjugate systems is established. The convergence of iterative methods with respect to the cost functional is proved.
Keywords: linear-quadratic problem, exact formulas for the increment of a functional, methods of nonlocal improvement.
Document Type: Article
UDC: 517.977
MSC: 49J15, 49M25
Language: Russian
Citation: V. A. Srochko, V. G. Antonik, E. V. Aksenyushkina, “Numerical solution of a linear-quadratic optimal control problem based on nonlocal methods”, Geometry, Mechanics, and Differential Equations, Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 212, VINITI, Moscow, 2022, 84–91
Citation in format AMSBIB
\Bibitem{SroAntAks22}
\by V.~A.~Srochko, V.~G.~Antonik, E.~V.~Aksenyushkina
\paper Numerical solution of a linear-quadratic optimal control problem based on nonlocal methods
\inbook Geometry, Mechanics, and Differential Equations
\serial Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz.
\yr 2022
\vol 212
\pages 84--91
\publ VINITI
\publaddr Moscow
\mathnet{http://mi.mathnet.ru/into1037}
\crossref{https://doi.org/10.36535/0233-6723-2022-212-84-91}
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