A numerical method of solving convex problems of optimal control for distributed systems (Q750878)

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scientific article; zbMATH DE number 4175847
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A numerical method of solving convex problems of optimal control for distributed systems
scientific article; zbMATH DE number 4175847

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    A numerical method of solving convex problems of optimal control for distributed systems (English)
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    1990
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    The authors give a numerical algorithm for the solution of convex optimal control problems for systems governed by linear partial differential equations. The algorithm is based on the method of reduced gradients combined with stochastic generalized gradients. For the inequality constraints an integral penalty function is proposed. A convergence theorem is given.
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    methods of moments
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    reduced gradients
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    stochastic generalized gradients
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    integral penalty function
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