Saddle point approach to solving problem of optimal control with fixed endsстатья
Статья опубликована в высокорейтинговом журнале
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Дата последнего поиска статьи во внешних источниках: 9 июня 2016 г.
Аннотация:In a Hilbert space, the problem of terminal control with linear dynamics and fixed ends of the trajectory is considered. The integral objective functional has a quadratic form. In contrast to the traditional approach, the problem of terminal control is interpreted not as an optimization
problem, but as a saddle-point problem. The solution to this problem is a saddle point of the Lagrange function with components in the form of controls, phase and conjugate trajectories. The saddle-point method is proposed, the convergence of the method in all components of the solution
is proved.