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JOURNALS // Program Systems: Theory and Applications // Archive

Program Systems: Theory and Applications, 2015 Volume 6, Issue 1, Pages 21–37 (Mi ps151)

Optimization Methods and Control Theory

Linear quadratic discrete-continuous systems with controllable coefficients

I. V. Rasinaa, O. V. Baturinab

a Ailamazyan Program System Institute of RAS
b ICS V. A. Trapeznikov of RAS

Abstract: It is considered a special case of discrete-continuous systems (DCS): linear-quadratic DCS w.r.t. state variables with controllable coefficients. For this class of systems a prototype of Krotov iterative global improvement method is constructed. Its last iteration gives a solution in the form of approximate optimal control synthesis. The obtained result can be treated as development of optimal analytical controllers design theory with application to DCS. A visual example is considered. (In Russian).

Key words and phrases: discrete-continuous system, global improvement method, optimal control synthesis, turnpike solutions.

UDC: 517.977



© Steklov Math. Inst. of RAS, 2024