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General schemes for solution of static and dynamic extremal problems

  • Session 11 Numerical Methods
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Analysis and Optimization of Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 63))

Abstract

The history of optimal control processes has begun with the discovery of Pontryagin maximum principle [1]. This classical result has allowed to solve many applied problems and has become the basic means at constructing numerical methods of optimal control [2]. The given paper contains the recent results on solution of linear-quadratic extremal problems, optimization of linear dynamic systems with nonlinear input, linear-fractional problems, geometric programming problems.

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A. Bensoussan J. L. Lions

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© 1984 Springer-Verlag

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Gabasov, R., Kirillova, F.M., Kostyukova, O.I., Pokatayev, A.V. (1984). General schemes for solution of static and dynamic extremal problems. In: Bensoussan, A., Lions, J.L. (eds) Analysis and Optimization of Systems. Lecture Notes in Control and Information Sciences, vol 63. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0006276

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  • DOI: https://doi.org/10.1007/BFb0006276

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-13552-4

  • Online ISBN: 978-3-540-39010-7

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