On the Modified Newton Method for the Solution of Optimal Control Problems (O Modifitsirovannom Metode Nyutona dlya Resheniya Zadach Optimalnogo Upravleniya),
Abstract
It is shown how the solution of the optimal control problem for a linear control system is reduced to the solution of the boundary-value problem. A modified Newton method for the solution of that problem is presented. Under certain constraints imposed upon the initial value of the vector function psi (0)=ta sub 0, it is proved that the modified Newton method is convergent. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 26, 1971
- Accession Number
- AD0731846
Entities
People
- V. V. Aleksandrov
Organizations
- United States Army Foreign Science and Technology Center