FUNDAMENTALNAYA
I PRIKLADNAYA MATEMATIKA
(FUNDAMENTAL AND APPLIED MATHEMATICS)
1999, VOLUME 5, NUMBER 3, PAGES 637-648
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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Last modified: November 11, 1999