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Solving Optimal Control Problems on the Class of Step Functions

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Linear optimal control problems with multipoint non-separated conditions with a quadratic performance criterion of control are analyzed. An approach with a violation of intermediate conditions is proposed. The original problem is reduced to the classical quadratic programming problem with the dimension determined by the number of intermediate points.

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Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 153–162, July–August 2005.

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Aida-Zade, K.R. Solving Optimal Control Problems on the Class of Step Functions. Cybern Syst Anal 41, 604–611 (2005). https://doi.org/10.1007/s10559-005-0096-6

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  • DOI: https://doi.org/10.1007/s10559-005-0096-6

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