RUS  ENG
Full version
JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2013 Volume 53, Number 4, Pages 531–537 (Mi zvmmf9868)

This article is cited in 4 papers

Interval optimal control problem in a Hilbert space

Victoria Olegovna Oab

a Far Eastern Federal University, Vladivostok
b Institute of Applied Mathematics, Far-Eastern Branch of the Russian Academy of Sciences, Vladivostok

Abstract: An optimal control problem for a system involving an interval parameter is considered. The concepts of a universal optimal state and a universal optimal control are introduced. The existence and uniqueness of a universal solution to the interval optimal control problem is proved, and an algorithm for its determination is presented. The interval optimal control problem for a system described by the boundary value problem for a second-order ordinary differential equation is solved as an example.

Key words: interval problems, optimal control in Hilbert space, Lagrange principle, numerical algorithm, existence and uniqueness theorem.

UDC: 519.626

Received: 09.10.2012
Revised: 22.10.2012

DOI: 10.7868/S0044466913040091


 English version:
Computational Mathematics and Mathematical Physics, 2013, 53:4, 389–395

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024