Abstract:
The algorithms for solving the vector entropy control problem for Gaussian stochastic systems are considered in the article. To solve a nonlinear optimization problem for a conditional extremum, the method of penalty functions with unconditional optimization methods of various-orders is considered. A set of problem-oriented programs has been developed that implements the proposed algorithms. A comparative analysis of the computational efficiency of the proposed algorithms is performed based on Monte Carlo statistical simulation methods and simulation modeling.
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