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Algorithms for the solution of problems in optimal control dynamic systems. (Russian. English summary) Zbl 0542.49018

The terminal control problem for linear systems having phase trajectory controlled jumps is considered. The controls are piecewise constant functions. Direct and dual exact algorithms are suggested based on a general approach developed earlier for linear programming problems by R. Gabasov and F. M. Kirillova [”Linear programming methods. Part 3. Special problems” (1980; Zbl 0484.90067)]. The algorithms consist of 3 procedures: control change, support change and sorting, the latter of them ensures finiteness of the algorithm.
Reviewer: V.Panasyuk

MSC:

49M99 Numerical methods in optimal control
49K30 Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.)
90C05 Linear programming
65K10 Numerical optimization and variational techniques
93B40 Computational methods in systems theory (MSC2010)
93C05 Linear systems in control theory
93C15 Control/observation systems governed by ordinary differential equations

Citations:

Zbl 0484.90067