This article is cited in 2 papers

Linear-quadratic problem of optimal control: justification and convergence of nonlocal methods

V. A. Srochko^a, E. V. Aksenyushkina<sup>b

a</sup> Irkutsk State University, 1, K. Marks St., Irkutsk, 664003
^b Baikal National University of Economics and Law, 11, Lenin St., Irkutsk, 664015

Abstract: A convex linear-quadratic problem is considered in the class of methods of nonlocal improvement. The uniqueness of solutions of phase and conjugate systems for maximization control is justified. The convergence theorems for iterative methods are proved.

Keywords: linear-quadratic problem; special formulas for functional; methods of nonlocal improvement.

UDC: 517.977