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

被引：0
|
作者：
F. P. Vasil’ev
A. S. Antipin
L. A. Artem’eva
机构：
[1] Moscow State University,Faculty of Computational Mathematics and Cybernetics
[2] Dorodnitsyn Computing Center of the Russian Academy of Sciences,undefined
来源：
Proceedings of the Steklov Institute of Mathematics | 2017年 / 297卷
关键词：
optimal control problem; Cauchy problem; multicriteria problem; saddle point; convergence;
D O I：
暂无
中图分类号：
学科分类号：
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 an 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.
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页码：203 / 210
页数：7
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