Dynamics and variational inequalities

被引:14
作者
Antipin, A. S. [1 ]
Jacimovic, V. [2 ]
Jacimovic, M. [2 ]
机构
[1] Russian Acad Sci, Fed Res Ctr Comp Sci & Control, Dorodnicyn Comp Ctr, Moscow 119333, Russia
[2] Univ Montenegro, Fac Math & Nat Sci, Podgorica, Montenegro
基金
俄罗斯基础研究基金会;
关键词
linear dynamics; control; boundary value problem; variational inequality; saddle-point method; convergence;
D O I
10.1134/S0965542517050013
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A terminal control problem with linear dynamics and a boundary condition given implicitly in the form of a solution of a variational inequality is considered. In the general control theory, this problem belongs to the class of stabilization problems. A saddle-point method of the extragradient type is proposed for its solution. The method is proved to converge with respect to all components of the solution, i.e., with respect to controls, phase and adjoint trajectories, and the finite-dimensional variables of the terminal problem.
引用
收藏
页码:784 / 801
页数:18
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