
Accession Number : AD0731846
Title : On the Modified Newton Method for the Solution of Optimal Control Problems (O Modifitsirovannom Metode Nyutona dlya Resheniya Zadach Optimalnogo Upravleniya),
Corporate Author : ARMY FOREIGN SCIENCE AND TECHNOLOGY CENTER CHARLOTTESVILLE VA
Personal Author(s) : Aleksandrov,V. V.
Report Date : 26 AUG 1971
Pagination or Media Count : 15
Abstract : It is shown how the solution of the optimal control problem for a linear control system is reduced to the solution of the boundaryvalue 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)
Descriptors : (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), (*BOUNDARY VALUE PROBLEMS, NUMERICAL ANALYSIS), LINEAR SYSTEMS, PARTIAL DIFFERENTIAL EQUATIONS, VECTOR ANALYSIS, INTEGRALS, INTEGRATION, FUNCTIONAL ANALYSIS, USSR
Subject Categories : Numerical Mathematics
Distribution Statement : APPROVED FOR PUBLIC RELEASE