Abstract:
A general approach to approximate solution of optimal control problems which includes global search of initial approximation is considered. Effective iterational procedures for its iprovement using the extension and localization principles, sufficient conditions of optimality, and global estimates are developed. Special attention to the new practical methods of control improvement on the base of the Krotov’s minimax principle is given. (In Russian).
Key words and phrases:extension and localization principles, minimax principle, global method of control improvement, new version of penalty method.