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On a method of successive approximations for the solution of problems of optimal control

โœ Scribed by I.A. Krylov; F.L. Chernous'ko


Publisher
Elsevier Science
Year
1963
Weight
739 KB
Volume
2
Category
Article
ISSN
0041-5553

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Successive approximation methods for the
โœ S.K. Mitter ๐Ÿ“‚ Article ๐Ÿ“… 1966 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 801 KB

IN THIS paper we present some successive approximation methods for the solution of a general class of optimal control problems. The class of problems considered is known as the Bolxa Problem in the Calculus of Variations [l]. The algorithms considered are extensions of the gradient methods due to KE