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JOURNALS // Bulletin of Irkutsk State University. Series Mathematics // Archive

Bulletin of Irkutsk State University. Series Mathematics, 2023 Volume 45, Pages 24–36 (Mi iigum532)

This article is cited in 1 paper

Dynamic systems and optimal control

Resolution of linear-quadratic problems in a discrete-continuous format with external actions

Vladimir A. Srochko, Vladimir G. Antonik

Irkutsk State University, Irkutsk, Russian Federation

Abstract: Two linear-quadratic problems are considered on the set of piecewise-constant controls. The first problem contains a discrete perturbation on the right side of the controlled system and uncertain parameters in a quadratic functional with sign-indefinite matrices. Its solution is obtained by the guaranteed result rule and is implemented in the form of a finite-dimensional minimax problem. There are obtained conditions for the parameters that convert the objective function to a convex-concave structure and give the possibility of an effective solving of the problem. These are linear inequalities containing extreme eigenvalues of symmetric matrices. The second problem is related to the functional in the discrete variant, which is defined as the deviation of the phase trajectory from consecutive time realizations of the external influence. It gives the opportunity of the step by step searching of the extremmum at each node point of the time interval. Local problems can be effectively solved in a finite number of iterations.

Keywords: linear-quadratic problems, discrete actions to system and functional, reduction to convex problems.

UDC: 517.977

MSC: 49M25

Received: 30.05.2023
Revised: 05.07.2023
Accepted: 12.07.2023

DOI: 10.26516/1997-7670.2023.45.24



© Steklov Math. Inst. of RAS, 2024