Anatoly S. Antipin     (Computing Center of RAS, Moscow, Russia, Russian Federation)
Elena V. Khoroshilova     (Lomonosov Moscow State University, Russian Federation)


In a Hilbert space we consider the linear boundary value problem of optimal control based on the linear dynamics and the terminal linear programming problem at the right end of the time interval. There is provided a saddle-point method to solve it. Convergence of the method is proved.


Linear programming; Optimal control; Boundary value problems; Methods for solving problems; Convergence; Stability

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