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JOURNALS // Izvestiya of Saratov University. Mathematics. Mechanics. Informatics // Archive

Izv. Saratov Univ. Math. Mech. Inform., 2009 Volume 9, Issue 4(1), Pages 52–60 (Mi isu77)

This article is cited in 2 papers

Mathematics

About solution of discrete linear-quadratic optimal control problem

N. Yu. Troshina

Saratov State University, Chair of Mathematical Economics

Abstract: This paper is focuses on development of themethod for exact solution of the optimal control problemfor discrete linear systemwith quadratic criteria, with boundary conditions and constraints on control. This method gives a solution of finite number of systems of linear algebraic equations.

Key words: discrete optimal control.

UDC: 517.977

DOI: 10.18500/1816-9791-2009-9-4-1-52-60



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