Dynamics and variational inequalities


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Abstract

A terminal control problem with linear dynamics and a boundary condition given implicitly in the form of a solution of a variational inequality is considered. In the general control theory, this problem belongs to the class of stabilization problems. A saddle-point method of the extragradient type is proposed for its solution. The method is proved to converge with respect to all components of the solution, i.e., with respect to controls, phase and adjoint trajectories, and the finite-dimensional variables of the terminal problem.

About the authors

A. S. Antipin

Dorodnicyn Computing Center, Federal Research Center “Computer Science and Control”

Author for correspondence.
Email: asantip@yandex.ru
Russian Federation, Moscow, 119333

V. Jaćimović

Faculty of Mathematics and Natural Sciences

Email: asantip@yandex.ru
Montenegro, Podgorica

M. Jaćimović

Faculty of Mathematics and Natural Sciences

Email: asantip@yandex.ru
Montenegro, Podgorica

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