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Program Systems: Theory and Applications, 2015, Volume 6, Issue 4, Pages 113–137 (Mi ps183)  
Optimization Methods and Control Theory

Methods for approximate solution of optimal control problems

V. I. Gurmana, I. V. Rasinaa, I. S. Gusevab, O. V. Feskoa

a Ailamazyan Program Systems Institute of RAS
b Buryat State University
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Abstract: A general approach to approximate solution of optimal control problems which includes global search of initial approximation is considered. Effective iterational procedures for its iprovement using the extension and localization principles, sufficient conditions of optimality, and global estimates are developed. Special attention to the new practical methods of control improvement on the base of the Krotov’s minimax principle is given. (In Russian).
Key words and phrases: extension and localization principles, minimax principle, global method of control improvement, new version of penalty method.
Funding agency Grant number
Russian Foundation for Basic Research 15-01-01915_а
15-01-01923_а
15-07-09091_а
Received: 19.10.2015
Accepted: 09.11.2015
Document Type: Article
UDC: 517.977
Language: Russian
Citation: V. I. Gurman, I. V. Rasina, I. S. Guseva, O. V. Fesko, “Methods for approximate solution of optimal control problems”, Program Systems: Theory and Applications, 6:4 (2015), 113–137
Citation in format AMSBIB
\Bibitem{GurRasGus15}
\by V.~I.~Gurman, I.~V.~Rasina, I.~S.~Guseva, O.~V.~Fesko
\paper Methods for approximate solution of optimal control problems
\jour Program Systems: Theory and Applications
\yr 2015
\vol 6
\issue 4
\pages 113--137
\mathnet{http://mi.mathnet.ru/ps183}
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