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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2011 Volume 17, Number 1, Pages 53–59 (Mi timm671)

This article is cited in 1 paper

Numerical algorithm for solving a nonstationary problem of optimal control

N. L. Grigorenko, D. V. Kamzolkin, L. N. Luk'yanova

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: The problem of optimal control is considered for a nonstationary dynamic system with unfixed termination time and terminal functional. An algorithm based on Pontryagins maximum principle is used to construct an optimal control that maximizes the performance functional. The results of calculating the control and values of the functional for test parameters of the model are presented.

Keywords: control system, optimal control.

UDC: 517.977

Received: 01.09.2010


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplement Issues), 2011, 275, suppl. 1, S49–S56

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