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Decomposition of linear-quadratic optimal control problems for two-steps systems

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Abstract

The paper deals with problems with state equations of two sequentially acting systems. Matching conditions for trajectories at the switch point are absent, however the minimized functional depends on values of a state trajectory in the left and right sides from the switch point. State trajectories have fixed left and right points, and, in general, they are discontinuous functions. The algorithm for solving this problem is given, which is based on sequential solving eight independent initial value problems. The formula for the minimal value of the performance index is also presented.

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Authors and Affiliations

  1. Voronezh State Forestry Academy, Voronezh, Russia

    G. A. Kurina

  2. Matematiska Institutionen, Stockholms Universitet, Stockholm, Sweden

    Y. Zhou

Authors
  1. G. A. Kurina
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  2. Y. Zhou
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Correspondence to G. A. Kurina.

Additional information

The article was translated by the authors.

Published in Russian Doklady Akademii Nauk, 2011, Vol. 437, No. 1, pp. 28–30.

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Kurina, G.A., Zhou, Y. Decomposition of linear-quadratic optimal control problems for two-steps systems. Dokl. Math. 83, 275–277 (2011). https://doi.org/10.1134/S1064562411020049

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  • DOI: https://doi.org/10.1134/S1064562411020049

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