Abstract:
Numerical methods are considered for solving optimal control problems in linear systems, namely, terminal control problems with control and phase constraints and time-optimal control problems. Several algorithms with various computer storage requirements are proposed for solving these problems. The algorithms are intended for finding an optimal control in linear systems having certain features, for example, when the reachable set of a system has flat faces.
Key words:convex hull method, optimal control, time-optimal control problem, state constraints, adaptive algorithms, linear programming.