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ИСТИНА ИНХС РАН |
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A problem of terminal control with linear controlled dynamics, state constraints and boundary-value problem is considered. Using the Lagrange function, sufficient optimality conditions are obtained. Given sufficient conditions, a saddle-point extragradient method is proposed. State constraints on trajectories are taken into account in the iterative method. The convergence of the method in all components of saddle-point solution is proved.
№ | Имя | Описание | Имя файла | Размер | Добавлен |
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1. | Полный текст | Программа конференции | program_COIA20-1.pdf | 370,3 КБ | 28 августа 2020 [KhoroshilovaEV] |