IJPAM: Volume 56, No. 1 (2009)

APPROXIMATE METHOD OF THE OPTIMAL CONTROL FOR
SOME SYSTEMS WITH SMALL PARAMETER AND TIME LAG

Alexander Spivak
Department of Applied Mathematics
Holon Institute of Technology
P.O. Box 305, 52, Golomb Str., Holon, 58102, ISRAEL
e-mail: spivak@hit.ac.il


Abstract.The present article considers the problem of approximation of optimal control and optimal trajectory for a dynamic controlled system with small parameter and time lag from a given initial position to a given final one at quadratical criteria. The sequences of controls and trajectories approximating the optimal ones with any degree of accuracy were constructed and example for the method demonstration was given.

Received: July 12, 2009

AMS Subject Classification: 49J15, 58E25, 49M30

Key Words and Phrases: optimal control, perturbation theory, successive approximations

Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2009
Volume: 56
Issue: 1