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A numerical method for multistage optimization problems with stepsize computation of the descent direction. (English. Russian original) Zbl 0663.65067

U.S.S.R. Comput. Math. Math. Phys. 27, No. 5, 128-137 (1987); translation from Zh. Vychisl. Mat. Mat. Fiz. 27, No. 10, 1474-1488 (1987).
See the review Zbl 0646.65057.

MSC:

65K10 Numerical optimization and variational techniques
93C10 Nonlinear systems in control theory
93C55 Discrete-time control/observation systems

Citations:

Zbl 0646.65057
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