Direct Method for Resolution of Optimal Control Problem with Free Initial Condition | Zendy

Kahina Louadj | Zendy; Mohamed Aidène | Zendy

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Direct Method for Resolution of Optimal Control Problem with Free Initial Condition

Author(s) -

Kahina Louadj,

Mohamed Aidène

Publication year - 2012

Publication title -

international journal of differential equations

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.324

H-Index - 20

eISSN - 1687-9651

pISSN - 1687-9643

DOI - 10.1155/2012/173634

Subject(s) - mathematics , optimal control , maximum principle , pontryagin's minimum principle , constructive , dynamic programming , bounded function , mathematical optimization , control (management) , mathematical economics , calculus (dental) , mathematical analysis , computer science , process (computing) , medicine , dentistry , artificial intelligence , operating system

The theory of control analyzes the proprieties of commanded systems. Problems of optimal control (OC) have been intensively investigated in the world literature for over forty years. During this period, series of fundamental results have been obtained, among which should be noted the maximum principle (Pontryagin et al., 1962) and dynamic programming (Bellman, 1963). For many of the problems of the optimal control theory (OCT), adequate solutions are found (Bryson and Yu-chi, 1969, Lee and Markus, 1967, Gabasov and Kirillova, 1977, 1978, 1980). Results of the theory were taken up in various fields of science, engineering, and economics. The present paper aims at extending the constructive methods of Balashevich et al., (2000) that were developed for the problems of optimal control with the bounded initial state is not fixed are considered

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