Minimization of a convex functional in a linear system of delay differential equations with fixed ends
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 53 (2013) no. 6, pp. 867-877
Cet article a éte moissonné depuis la source Math-Net.Ru
A numerical method is proposed for solving the problem of moving a dynamic object described by a system of linear differential-difference equations to the origin with the minimization of a nonnegative convex functional. The method is proved to converge globally to an $\varepsilon$-optimal solution. The $\varepsilon$-optimal solution is understood as an extremal control $u(t)$, $t\in[0,T]$, that moves the system to the $\varepsilon$-neighborhood of the origin.
@article{ZVMMF_2013_53_6_a3,
author = {G. V. Shevchenko},
title = {Minimization of a convex functional in a linear system of delay differential equations with fixed ends},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {867--877},
year = {2013},
volume = {53},
number = {6},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2013_53_6_a3/}
}
TY - JOUR AU - G. V. Shevchenko TI - Minimization of a convex functional in a linear system of delay differential equations with fixed ends JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2013 SP - 867 EP - 877 VL - 53 IS - 6 UR - http://geodesic.mathdoc.fr/item/ZVMMF_2013_53_6_a3/ LA - ru ID - ZVMMF_2013_53_6_a3 ER -
%0 Journal Article %A G. V. Shevchenko %T Minimization of a convex functional in a linear system of delay differential equations with fixed ends %J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki %D 2013 %P 867-877 %V 53 %N 6 %U http://geodesic.mathdoc.fr/item/ZVMMF_2013_53_6_a3/ %G ru %F ZVMMF_2013_53_6_a3
G. V. Shevchenko. Minimization of a convex functional in a linear system of delay differential equations with fixed ends. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 53 (2013) no. 6, pp. 867-877. http://geodesic.mathdoc.fr/item/ZVMMF_2013_53_6_a3/
[1] Bokov G. V., “Printsip maksimuma Pontryagina v zadache s vremenným zapazdyvaniem”, Fundamentalnaya i prikl. matem., 15:5 (2009), 3–19 | MR
[2] Shevchenko G. V., “Metod nakhozhdeniya optimalnogo po minimumu raskhoda resursov upravleniya dlya nelineinykh statsionarnykh sistem”, Avtomatika i telemekhanika, 70:4 (2009), 119–130 | MR | Zbl
[3] Hohenbalken B. von, “A finite algorithm to maximize certain pseudoconcave functions on polytopes”, Math. Program., 9 (1975), 189–206 | DOI | MR | Zbl