Extragradient-type method for optimal control problem with linear constraints and convex objective function |
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| Authors: | Elena V. Khoroshilova |
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| Affiliation: | 1. CMC Faculty, Lomonosov Moscow State University, Leninskie Gory, 119991, Moscow, Russia
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| Abstract: | The paper presents a method for solving optimal control problem with free right end and linear differential equations constraints. The proposed iterative process of extragradient-type is formulated in the functional subspace of piecewise continuous controls of L 2. The convergence of the method is proved. |
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