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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2005 Volume 45, Number 6, Pages 1033–1043 (Mi zvmmf640)

This article is cited in 3 papers

On the solution of optimal control problems with intermediate conditions

K. R. Aida-Zade

Institute of Cybernetics named after Academician A. Huseynov

Abstract: An approach to the numerical solution of optimal control problems with nonseparated intermediate conditions is proposed. It is based on the transfer method for the intermediate conditions that elaborates the boundary conditions transfer method. Formulas and an algorithm for the numerical solution of the problem are presented. By way of example, two optimal control problems (a linear and a nonlinear one) are solved.

Key words: optimal control problems with intermediate conditions, numerical methods, transfer method for intermediate conditions, transfer method for boundary conditions.

UDC: 519.626.6

Received: 30.01.2004


 English version:
Computational Mathematics and Mathematical Physics, 2005, 45:6, 995–1005

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