Место издания:Учереждение Российской академии наук Вычислительный центр им. А.А.Дородницына РАН Москва
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Последняя страница:128
Аннотация:An optimal control problem with two boundary problems of finite convex optimization is considered. Dynamics of the controlled process is described by linear differential equations. We propose an iterative extragradient-type process, formulated in the functional subspace of piecewise differentiable trajectories. The convergence in controls and trajectories has been proved.