| Article ID: | iaor19921414 |
| Country: | United States |
| Volume: | 185 |
| Start Page Number: | 241 |
| End Page Number: | 247 |
| Publication Date: | Jan 1990 |
| Journal: | Proceedings Steklov Institute Mathemetics |
| Authors: | Samsonov S.P. |
The paper presents a numerical method for solving a linear optimal control problem with terminal quality functional. The problem is solved with any previously specified accuracy.