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: http://num-meth.srcc.msu.ru/english/zhurnal/tom_2004/v5r123.html
Дата изменения: Tue Feb 13 16:02:50 2007 Дата индексирования: Mon Oct 1 22:38:55 2012 Кодировка: |
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"A numerical method for approximate calculation of the value function in the
optimal control problem with a terminal functional" Kamzolkin D.V. |
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The optimal control problem with a terminal functional is considered. A numerical method for calculation of the value function is proposed. This method is based on Pontryagin's maximum principle. The convergence of the method is proved. Some error estimates are given, depending on the method's parameters. A method is proposed for constructing a program optimal control ensuring the near-optimal functional value
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| Kamzolkin D.V. e-mail: kamzolkin@cs.msu.ru |