On one approach to optimization of the controlled systems with restrictions on the basis of a fixed point problem

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In the article we consider a new approach to solving optimal control problems with constraints based on construction and solution of a system of conditions for improving control in the form of a fixed point problem for control operator. To construct these conditions we apply the transition to an auxiliary problem without restrictions and with a regular Lagrange functional. Iterative algorithms for successive control improvement are constructed on the basis of a fixed point problem. We illustrate this approach by an example.

Controlled system with constraints, conditions for improving control, fixed point problem

Короткий адрес: https://sciup.org/148308899

IDR: 148308899   |   DOI: 10.18101/2304-5728-2018-2-29-41

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