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

Program Systems: Theory and Applications, 2015 Volume 6, Issue 4, Pages 113–137 (Mi ps183)

Optimization Methods and Control Theory

Methods for approximate solution of optimal control problems

V. I. Gurmana, I. V. Rasinaa, I. S. Gusevab, O. V. Feskoa

a Ailamazyan Program Systems Institute of RAS
b Buryat State University

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.

UDC: 517.977

Received: 19.10.2015
Accepted: 09.11.2015



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