解决最优控制问题的准梯度方法(英文)

Quasigradient Methods for Solving Optimal Control Problems

讨论非线性最优控制问题构造的标准梯度方法的两种改进方法．文中的方法是以罚函数的有效近似为基础，与标准梯度方法相比，该方法对于非线性二次问题具有非局部的特点，同时给出相关收敛结果．

In this paper,the nonlinear optimal control problem connected with the ordinary differential system is considered,Two modifications to the standard gradient procedures are constructed.The presented methods are based on the qualitative approximations of the cost functional.For linearquadratic problems,the modifications have the property of the nonlocal improvement in contrast to the standard gradient procedures.Some results relating to the convergence of the new methods are proved.