Iterative procedures of improvement in control problems for finite number of functionals

E. V. Aksenyushkina

Baikal National University of Economics and Law, 11, Lenin St., Irkutsk, 664015

Abstract: Two classes of optimal control problems are considered on the basis of finite number of functionals. The problem of improvement of admissible controls is solved by reduction to the system of integral equations with respect to functional parameters of variation. Necessary condition of optimality is connected with the inconsistency of the introduced system of relations. An improving iteration consists of solving special optimal control problems for the minimum of terminal state norm.

Keywords: optimal control problems, improving methods, finite number of functionals.

UDC: 517.977