Article ID: | iaor20097172 |
Country: | Germany |
Volume: | 69 |
Issue: | 10 |
Start Page Number: | 1653 |
End Page Number: | 1662 |
Publication Date: | Oct 2008 |
Journal: | Automation and Remote Control |
Authors: | Bulatov A V, Krotov V F |
Keywords: | duality |
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.