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BSU bulletin. Mathematics, Informatics

Bibliographic description:
Trunin D. O.
ON A CERTAIN PROCEDURE OF NON-LOCAL IMPROVEMENT OF CONTROLS IN QUADRIC-IN-STATE SYSTEMS WITH TERMINAL RESTRICTIONS // BSU bulletin. Mathematics, Informatics. - 2018. №2. . - С. 42-49.
Title:
ON A CERTAIN PROCEDURE OF NON-LOCAL IMPROVEMENT OF CONTROLS IN QUADRIC-IN-STATE SYSTEMS WITH TERMINAL RESTRICTIONS
Financing:
Codes:
DOI: 10.18101/2304-5728-2018-2-42-49UDK: 517.977
Annotation:
In the article we propose an approach to nonlocal improvement of controls in the class of quadratic-in-state and linear problems of optimal control with a partially fixed right end based on the solution of a system of functional equations in the space of controls that determines the conditions for nonlocal management im- provement. To solve the system under consideration we use an iterative process, and the scalar equation is solved at each iteration. The procedure ensures the im- provement of permissible control without variation and with preservation of all terminal constraints and is used for solving a constrained problem using an itera- tive. Comparative efficiency of the method is illustrated on the model problem.
Keywords:
optimal control problem; terminal constraints; conditions for improving control; iterative process.
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