An iterative procedure for solving a control problem with phase constraints

zbMath0965.49020MaRDI QIDQ1571237

Arkadii V. Kryazhimskij, Vyacheslav I. Maksimov

Publication date: 24 July 2001

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

noiseiterative methodoptimal control problemphase constraintsquadratic optimality criterioncalculation errors

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Control problems involving ordinary differential equations (34H05) Control/observation systems governed by ordinary differential equations (93C15) Optimality conditions for problems involving ordinary differential equations (49K15) Linear optimal control problems (49N05) Numerical methods in optimal control (49M99)

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