A numerical method for solving a linear time-optimal control problem
type: Item
instance of: scholarly article
title: A numerical method for solving a linear time-optimal control problem
zbMATH Open document ID: 0961.49017
author: V. M. Aleksandrov
published in: Computational Mathematics and Mathematical Physics
publication date: 2001-05-06T00:00:00Z
review text: The problem of determining a time-optimal control for high-order complex dynamical systems is of considerable theoretical and practical interest. The basic difficulty lies in the determination of the initial conditions for the adjoint system. In this paper a system of linear algebraic equations is obtained that approximately relates the increments of the initial conditions for the adjoint system and the increment of the final time to the increments of the phase coordinates of the controlled system. It is proved that the computational process and the sequences of quasi-optimal controls converge to the optimal control.
Mathematics Subject Classification ID: 49M27
Mathematics Subject Classification ID: 49M30
Mathematics Subject Classification ID: 49J15
Mathematics Subject Classification ID: 93C15
Mathematics Subject Classification ID: 34H05
Mathematics Subject Classification ID: 65K10
zbMATH DE Number: 1472913
zbMATH Keywords: control problem
zbMATH Keywords: initial conditions
zbMATH Keywords: linear algebraic equations
zbMATH Keywords: numerical method
zbMATH Keywords: Cauchy problem
zbMATH Keywords: sequences of quasi-optimal controls
zbMATH Keywords: optimal control
reviewed by: A. Tret'yakov
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1472913