Second Order Krotov Method
for Discrete-Continuous Systems
In the late 1960s and early 1970s, a new class of problems appeared in the theory of optimal control. It was determined that the structure of a number of systems or processes is not homogeneous and can change over time. Therefore, new mathematical models of heterogeneous structure have been developed.
Research methods for this type of system vary widely, reflecting various scientific schools and thought. One of the proposed options was to develop an approach that retains the traditional assumptions of optimal control theory. Its basis is Krotov's sufficient optimality conditions for discrete systems, formulated in terms of arbitrary sets and mappings.
One of the classes of heterogeneous systems is considered in this paper: discretecontinuous systems (DCSs). DCSs are used for case where all the homogeneous subsystems of the lower level are not only connected by a common functional but also have their own goals.
In this paper a generalization of Krotov's sufficient optimality conditions is applied. The foundational theory is the Krotov method of global improvement, which was originally proposed for discrete processes. The advantage of the proposed method is that its conjugate system of vector-matrix equations is linear; hence, its solution always exists, which allows us to find the desired solution in the optimal control problem for DCSs.
Irina Rasina, Dr. Sci. (Phys.–Math.), Assoc. Prof., Program Systems Institute of RAS, 4a, Petr Pervyi st., 152020, Pereslavl-Zalessky, Russian Federation, tel.: (48535)98028, e-mail: firstname.lastname@example.org
Olga Danilenko, Cand. Sci. (Phys.–Math.), Institute of Control Sciences of RAS, 65. Profsoyuznaya st., 117997, Moscow, Russian Federation, tel.: (495)3349159, e-mail: email@example.com
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