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The method of expansion of an operator function in some optimal control problems. (Russian) Zbl 0702.49022
The authors present a new fast convergent iteration procedure for unconstrained minimization of quadratic functionals on processes defined by a linear evolution equation. Also, they show how problems with constraints on the control functions can be solved by the proposed procedure.
Reviewer: M.Vlach

MSC:
49M27 Decomposition methods
49M05 Numerical methods based on necessary conditions
49K27 Optimality conditions for problems in abstract spaces
Keywords:
fast convergent
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