Extragradient method of optimal control with terminal constraintsстатья
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Аннотация:For the case where the objective function is minimized over part of the set of attainability defined by a system of linear inequalities, consideration was given to a method of solving the optimal control problem over a fixed time interval with free right end and constraints in the form of a linear differential equation. An iterative extragradient process formulated in the functional subspace of the sectionally continuous controls from L 2 r was proposed, and its convergence was proved.