Geodesic
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
Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice du chapitre de livre

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},
     year = {2011},
     volume = {17},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TIMM_2011_17_1_a4/}
}
TY  - JOUR
AU  - N. L. Grigorenko
AU  - D. V. Kamzolkin
AU  - L. N. Luk'yanova
TI  - Numerical algorithm for solving a nonstationary problem of optimal control
JO  - Trudy Instituta matematiki i mehaniki
PY  - 2011
SP  - 53
EP  - 59
VL  - 17
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/TIMM_2011_17_1_a4/
LA  - ru
ID  - TIMM_2011_17_1_a4
ER  - 
%0 Journal Article
%A N. L. Grigorenko
%A D. V. Kamzolkin
%A L. N. Luk'yanova
%T Numerical algorithm for solving a nonstationary problem of optimal control
%J Trudy Instituta matematiki i mehaniki
%D 2011
%P 53-59
%V 17
%N 1
%U http://geodesic.mathdoc.fr/item/TIMM_2011_17_1_a4/
%G ru
%F TIMM_2011_17_1_a4
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/

[1] Krasovskii N. N., Subbotin A. I., Pozitsionnye differentsialnye igry, Nauka, M., 1974, 455 pp. | MR

[2] Osipov Yu. S., Izbrannye trudy, Izd-vo MGU, M., 2009, 654 pp.

[3] L. S. Pontryagin [i dr.], Matematicheskaya teoriya optimalnykh protsessov, Nauka, M., 1961, 391 pp. | MR

[4] Vasilev F. P., Metody optimizatsii, Faktorial Press, M., 2002, 820 pp.

[5] Li E. B., Markus L., Osnovy teorii optimalnogo upravleniya, Nauka, M., 1972, 574 pp. | MR

[6] N. L. Grigorenko [i dr.], “O zadache optimalnogo upravleniya s integralnym funktsionalom ot ratsionalnoi funktsii upravleniya”, Differents. uravneniya, 45:11 (2009), 1586–1600 | MR | Zbl

[7] Kiselev Yu. N., Avvakumov S. N., Orlov M. V., “Zakon giperbolicheskogo tangensa pri sintezirovanii optimalnogo upravleniya v odnoi nelineinoi modeli s diskontirovaniem”, Differents. uravneniya, 42:11 (2006), 1490–1506 | MR | Zbl