An extragradient method for finding the saddle point in an optimal control problem
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Publication:1759088
DOI10.3103/S0278641910030039zbMath1255.65124OpenAlexW2012823404MaRDI QIDQ1759088
Elena Vladimirovna Horoshilova, F. P. Vasil'ev, Anatoliĭ Sergeevich Antipin
Publication date: 20 November 2012
Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s0278641910030039
Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15)
Related Items (6)
Local saddle points for unconstrained polynomial optimization ⋮ On Halpern-type sequences with applications in variational inequality problems ⋮ Linear programming and dynamics ⋮ Optimal control with connected initial and terminal conditions ⋮ A proximal/gradient approach for computing the Nash equilibrium in controllable Markov games ⋮ Regularized extragradient method for finding a saddle point in an optimal control problem
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