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 boundary-value 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