The method of function of an operator, and iterative processes in some optimal control problems

I. I. Golichev

Institute of Mathematics with Computing Centre, Ural Branch of USSR Academy of Sciences

Abstract: For a problem with control of the right-hand side of the state equation and with observation at the terminal time instant, the representation of the solution in the form of a function of an operator is obtained. A criterion for solvability of the time-optimal control problem is found. An iterative process for solving the problem, whose rate of convergence does not depend on the regularization parameter, is constructed.

UDC: 519.71

MSC: Primary 49J27; Secondary 41A35, 41A65

Received: 22.05.1990

 English version: Mathematics of the USSR-Izvestiya, 1992, 39:1, 795–816

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