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Optimal synthesis in a control problem with Lipschitz input data

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Abstract

We propose a numerical algorithm for constructing an optimal synthesis in the control problem for a nonlinear system on a fixed time interval. We estimate the difference between the values of the cost functional on optimal trajectories and on the trajectories constructed according to this algorithm. The operation of the algorithm is illustrated by solving model examples on the plane.

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Authors and Affiliations

  1. Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, ul. S. Kovalevskoi 16, Yekaterinburg, 620219, Russia

    N. N. Subbotina & T. B. Tokmantsev

Authors
  1. N. N. Subbotina
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  2. T. B. Tokmantsev
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Correspondence to N. N. Subbotina.

Additional information

Original Russian Text © N.N. Subbotina, T.B. Tokmantsev, 2008, published in Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2008, Vol. 262, pp. 240–252.

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Subbotina, N.N., Tokmantsev, T.B. Optimal synthesis in a control problem with Lipschitz input data. Proc. Steklov Inst. Math. 262, 231–243 (2008). https://doi.org/10.1134/S0081543808030188

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  • DOI: https://doi.org/10.1134/S0081543808030188

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