FUNDAMENTALNAYA I PRIKLADNAYA MATEMATIKA

(FUNDAMENTAL AND APPLIED MATHEMATICS)

1999, VOLUME 5, NUMBER 3, PAGES 637-648

Numerical solution of a time control problem

V. I. Boldyrev

Abstract

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We propose an algorithm for solving the linear time control problem. This algorithm is a combination of fixed point method and quasi-Newtonian method. The former possesses a broad region of convergence and is utilized for a sufficiently wide class of functions, the latter has local superlinear convergence.

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Location: http://mech.math.msu.su/~fpm/eng/99/993/99301h.htm
Last modified: November 11, 1999