Extragradient Method for Solving an Optimal Control Problem with Implicitly Specified Boundary Conditionsстатья
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Дата последнего поиска статьи во внешних источниках: 18 апреля 2017 г.
Аннотация:An optimal control problem formulated as a system of linear ordinary differential equations
with boundary conditions implicitly specified as a solution to a finite-dimensional minimization problem
is considered. An extragradient method for solving this problem is proposed, and its convergence
is studied.
Keywords: optimal control problem, Lagrange function, saddle point, extragradient method, convergence.