Abstract:
A terminal optimal control problem for finite-dimensional static boundary models is formulated. The finite-dimensional models determine the initial and terminal states of the plant. The choice of an optimal control drives the plant from one state to another. A saddle-point method is proposed for solving this problem. The convergence of the method in a Hilbert space is proved.
Key words:
terminal control, boundary value problems, primal and dual Lagrangians, saddle-point methods, convergence.