Abstract:
We consider optimization problems for continuous systems linear with respect to state and control. Due to the specifics of such problems (degeneracy, turnpike character of solutions), we propose to use nonlocal Krotov's iterative method together with the Gurman–Dykhta transformation into a regular derivative problem, which significantly improves the efficiency of this method. The proposed procedure is illustrated with an example.
Presented by the member of Editorial Board:V. I. Gurman