FUNDAMENTALNAYA I PRIKLADNAYA MATEMATIKA

(FUNDAMENTAL AND APPLIED MATHEMATICS)

1999, VOLUME 5, NUMBER 3, PAGES 757-763

Linear optimal control problem with convex homogeneous functional

G. V. Shevchenko

Abstract

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The iterative method of solving the linear optimal control problem with convex homogeneous nonnegative functional is proposed. As the approach based on the Pontryagin maximum principle, this one is characterized by using supporting properties of convex sets and approximations of convex sets with a family of adjacent simplices.

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Last modified: November 11, 1999