| Article ID: | iaor19931522 |
| Country: | United Kingdom |
| Volume: | 30 |
| Start Page Number: | 117 |
| End Page Number: | 129 |
| Publication Date: | Nov 1990 |
| Journal: | USSR Computational Mathematics and Mathematical Physics |
| Authors: | Sumin M.I. |
| Keywords: | control processes |
The possibilities of applying results related to the so-called maximum principle residual functional to justify and design algorithms for solving optimal control problems discussed. The differential properties of the value function of the optimal control problem are established. A dual method for solving the optimal control problem, based on maximizing the value function of a modified Lagrange functional, is described.