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On dual problems of optimal control

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Abstract

The common structure of duality of optimal control problems is suggested, which is based on the extension principle. The iterative computational algorithm is described, in which the primal and the dual problem are solved in parallel.

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Authors and Affiliations

  1. Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia

    A. V. Bulatov & V. F. Krotov

Authors
  1. A. V. Bulatov
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  2. V. F. Krotov
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Additional information

Original Russian Text © A.V. Bulatov, V.F. Krotov, 2008, published in Avtomatika i Telemekhanika, 2008, No. 10, pp. 9–18.

This work was supported by the Russian Foundation for Basic Research, project no. 06-08-00586.

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Bulatov, A.V., Krotov, V.F. On dual problems of optimal control. Autom Remote Control 69, 1653–1662 (2008). https://doi.org/10.1134/S0005117908100020

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