Numerical algorithm for solving a~nonstationary problem of optimal control
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 17 (2011) no. 1, pp. 53-59
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The problem of optimal control is considered for a nonstationary dynamic system with unfixed termination time and terminal functional. An algorithm based on Pontryagins maximum principle is used to construct an optimal control that maximizes the performance functional. The results of calculating the control and values of the functional for test parameters of the model are presented.
Keywords:
control system, optimal control.
@article{TIMM_2011_17_1_a4,
author = {N. L. Grigorenko and D. V. Kamzolkin and L. N. Luk'yanova},
title = {Numerical algorithm for solving a~nonstationary problem of optimal control},
journal = {Trudy Instituta matematiki i mehaniki},
pages = {53--59},
publisher = {mathdoc},
volume = {17},
number = {1},
year = {2011},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TIMM_2011_17_1_a4/}
}
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N. L. Grigorenko; D. V. Kamzolkin; L. N. Luk'yanova. Numerical algorithm for solving a~nonstationary problem of optimal control. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 17 (2011) no. 1, pp. 53-59. http://geodesic.mathdoc.fr/item/TIMM_2011_17_1_a4/