Global control improvement algorithms. (English. Russian original) Zbl 1230.49025

Trushkova, E. A.

Autom. Remote Control 72, No. 6, 1282-1290 (2011); translation from Avtom. Telemekh. 2011, No. 6, 151-159 (2011).

Summary: In the general vein of V.F. Krotov’s theory, we formulate an approach to nonlocal improvement based on sufficient optimality and improvement conditions. We propose constructive approaches to specifying the resolving function that realizes Krotov’s approach for arbitrary systems via linear partial differential equations and their discrete counterparts, namely linear recurrent relations. Examples are given.

MSC:

49M05	Numerical methods based on necessary conditions
49K20	Optimality conditions for problems involving partial differential equations

Keywords:

V.F. Krotov’s theory; sufficient optimality conditions; linear partial differential equations; global control algorithms

References:

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