Abstract
A general convergence theorem for gradient algorithms in normed spaces is given and is applied to the unconstrained optimal control problem. A further application is given to time-lag systems of neutral type.
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References
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Communicated by D. Q. Mayne
This work was completed while the author held a Science Research Council Postdoctoral Fellowship at Loughborough University of Technology, Loughborough, Leicestershire, England.
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Leese, S.J. Convergence of gradient methods for optimal control problems. J Optim Theory Appl 21, 329–337 (1977). https://doi.org/10.1007/BF00933534
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DOI: https://doi.org/10.1007/BF00933534