The global method of control improvement for the case of trajectory discontinuities finite number

The problem of optimal control of linear in unlimited control dynamic systems was considered. We built the extension of the systems of this class. It included processes with discontinuous trajectories at the ends and in the finite number of time interval interior points. It was constructed the iterative method for generalized process improvement. In more detail the method was designed for the problem of bilinear systems optimal control. We gave the results of computational experiments.