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JOURNALS // Dal'nevostochnyi Matematicheskii Zhurnal // Archive

Dal'nevost. Mat. Zh., 2017, Volume 17, Number 1, Pages 110–123 (Mi dvmg345)

An optimal control problem with an interval parameters

V.O. Filippova

Far Eastern Federal University, Vladivostok

Abstract: An optimal control problem for a system involving an interval parameter is considered. The concept of p-universal solution is introduced. The existence and uniqueness of a p-universal solution of the interval optimal control problem is proved, and an algorithm for its determination is presented. The interval optimal control problem for a system described by the boundary value problem for a second order differential equation is solved as an example.

Key words: interval problems, optimal control in Hilbert space, optimality system, Lagrange principle, existence and uniqueness theorem.

UDC: 519.7+519.8

MSC: Primary 30A10; Secondary 30C10, 30C15

Received: 25.05.2017



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