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

Trudy Inst. Mat. i Mekh. UrO RAN, 2013 Volume 19, Number 4, Pages 32–41 (Mi timm997)

Accuracy estimate for approximations of the optimal control in a delay system on a finite time interval

D. S. Bykov

Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg

Abstract: The method of averaging approximations is used for solving the problem of finding an optimal control in a system of delay differential equations on a finite time interval. The method allows to approximate the solution of the problem by optimal controls in systems of ordinary differential equations. The rate of convergence of approximating controls to the optimal control is found.

Keywords: delay differential equations; optimal control; functional phase space; finite-dimensional approximations.

UDC: 517.929

Received: 15.04.2013



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