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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2005, Volume 45, Number 10, Pages 1756–1765 (Mi zvmmf577)  
Algorithm for solving a linear optimal control problem with minimax performance index

M. Aidenea, I. L. Vorob'ëvb, B. Oukachaa

a Department of Mathematics, University of Tizi Ouzou Algeria
b Belarussian State University of Computer Science and Radioelectronic Engineering
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Abstract: The optimal control problem for a linear system with direct constraints imposed on the control and terminal constraints imposed on the trajectory is investigated. The quality of the control is evaluated by a terminal minimax criterion. A two-stage algorithm for solving the problem is described, and a numerical example is given. The applicability of the algorithm's second stage to the correction of the solution under variations in the parameters of the original problem is discussed.
Received: 20.12.2004
Bibliographic databases:
Document Type: Article
UDC: 519.626.2
Language: Russian
Citation: M. Aidene, I. L. Vorob'ëv, B. Oukacha, “Algorithm for solving a linear optimal control problem with minimax performance index”, Zh. Vychisl. Mat. Mat. Fiz., 45:10 (2005), 1756–1765; Comput. Math. Math. Phys., 45:10 (2005), 1691–1700
Citation in format AMSBIB
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\by M.~Aidene, I.~L.~Vorob'\"ev, B.~Oukacha
\paper Algorithm for solving a linear optimal control problem with minimax performance index
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2005
\vol 45
\issue 10
\pages 1756--1765
\mathnet{http://mi.mathnet.ru/zvmmf577}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2189384}
\transl
\jour Comput. Math. Math. Phys.
\yr 2005
\vol 45
\issue 10
\pages 1691--1700
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