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JOURNALS // Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory // Archive

Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 2021 Volume 196, Pages 15–27 (Mi into845)

Improvement methods for problems of optimal control of multistage processes

V. A. Baturina, S. Cheremnykhb

a Matrosov Institute for System Dynamics and Control Theory of Siberian Branch of Russian Academy of Sciences, Irkutsk
b Irkutsk State University

Abstract: In this paper, we propose first- and second-order methods of improvement for optimal control problems with non-fixed durations of stages based on the theory of V. F. Krotov. We obtain unimprovability conditions, which are closely related to the necessary and sufficient conditions for a weak local minimum.

Keywords: multistage process, dynamical system, non-fixed time, optimal control, iterative methods.

UDC: 517.997

MSC: 49K30

DOI: 10.36535/0233-6723-2021-196-15-27



© Steklov Math. Inst. of RAS, 2025