Extragradient method for finding a saddle point in a multicriteria problem with dynamics

被引：0

作者：

Vasil'ev, F. P.

Antipin, A. S.

Artem'eva, L. A.

机构：

来源：

TRUDY INSTITUTA MATEMATIKI I MEKHANIKI URO RAN | 2016年 / 22卷 / 02期

关键词：

optimal control problem; Cauchy problem; multicriteria problem; saddle point; convergence;

D O I：

10.21538/0134-4889-2016-22-2-71-78

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider an optimal control problem for a linear system of ordinary differential equations with an implicitly given boundary condition connected with a multicriteria problem. Such problems arise, for example, in the study of controlled objects that lose their stability under the influence of external perturbations, where it is required to return the object to stability by means of an appropriate choice of the control. We describe a possible mathematical model of this kind, propose an extragradient method for recovering the stability, and investigate its convergence.

引用

页码：71 / 78

页数：8

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