Necessary optimality conditions in optimal control problems by discrete-continuous systems | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2015. № 1(30).

Necessary optimality conditions in optimal control problems by discrete-continuous systems

C0nsider a minimizati0n pr0blem 0f the functi0nal S (u, v ) = ф( x (ti )) + ф( у (T )), t x(t +1) = 2 f (t,x,x(x),u (x)) , t e T 1 = {t 0, t 0 +1, t 0 + 2,...,t 1 -1}, x = tr X 0 0 t у (t) = J g (t, x, у (x), v (x)) dx, t e T 2 = [ T], ti у (ti ) = G (x (ti)). Here t 0, t 1, t 2, x 0 are the given values, the difference t 1 -1 0 is a natural number, ф(x), ф(у) are the given c0ntinu0usly-differentiable scalar functi0ns, f (t, x, x, u) , (g (t, x, y, v)) are the given n(m)-dimensi0nal vector- functi0ns c0ntinu0us in the aggregate 0f variables together with partial derivatives with respect (x, u) ((y, v)) , G(x) is the given c0ntinu0usly-differentiable m-dimensi0nal vector-functi0n, u (t) (v (t)) are r(q) - dimenstonal vectors 0f c0ntrol acti0ns with the values from the given n0n-empty, b0unded, and 0pen set U(V), i.e. u (t) e U с R , t e Ti, v (t)eV с R , t e T 2. We call the pair (u (t), v (t)) with the ab0ve menttoned properties an admissible c0ntrol, the c0rresp0nding pr0cess (u (t), v (t), x (t), у (t)) - an admissible process. Our g0al is t0 derive a necessary 0ptimality c0nditi0n in the problem under ab0ve c0nsiderati0ns.

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Keywords

разностные и интегро-дифференциальные уравнения типа Вольтерра, ступенчатая задача, вариация функционала, уравнения Эйлера, difference and integro-differential equattons 0f Vdterra type, stepwise problem, variati0n 0f the functi0nal, Euler equatton

Authors

NameOrganizationE-mail
Mastaliyev Rashad Ogtay ogluNati0nal Academy 0f Sciences (Azerbaijan)mastaliyevrashad@gmail.com
Всего: 1

References

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Mansimov K.B., Mastaliyev R.O. Necessary first and sec0nd 0rder 0ptimality c0nditi0ns in problems 0f cc>ntrol described by a system 0f V0lterra difference equati0ns // J0urnal Automatic C0ntrol and C0mputer Sciences. 2008. V. 42, N0 2. P. 71-76.
Мансимов К.Б. Дискретные системы. Баку : Изд-во БГУ, 2002. 114 с.
Габасов Р., Кириллова Ф.М. Принцип максимума в теории оптимального управления. Минск : Наука и техника, 1974. 274 с.
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 Necessary optimality conditions in optimal control problems by discrete-continuous systems | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2015. № 1(30).

Necessary optimality conditions in optimal control problems by discrete-continuous systems | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2015. № 1(30).

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