Abstract.The paper is focused on the optimal control problem with boundary conditions. Unlike the traditional class of piecewise continuous functions, here the admissible controls are defined as continuously differentiable functions with inclusion or homogeneous inclusion constraints. Admissible perturbations of control functions are formed using the idea of simultaneous varying. Numerical solution algorithm, obtained as a result, is proved to be convergent to the necessary condition of optimality in the form of the maximum principle.

Received: January 11, 2007

AMS Subject Classification: 49M05, 49M20, 49K15

Key Words and Phrases: optimal control, boundary value problem, interior variation, smooth control

Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2007
Volume: 36
Issue: 4