The improvement algorithm for the linear unbounded optimal control problem and its properties

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The article is devoted to the solving of optimal control problem with linear unbounded control. Optimal control problem in which differential system is linear on control is considered. The method based on special transformations of this problem to the regular one is considered. Algorithm of successive improvement for this problem is constructed. Properties of the algorithm are formulated.

Improving technique, vector-matrix system of differential equations, derivative problem

Короткий адрес: https://sciup.org/148179088

IDR: 148179088

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