Abstract:
We consider the problem of optimization of bilinear functional with respect to linear phase system and modular control constraint. We obtain sufficient conditions of optimality for extremal controls. They complement the maximum principle and preserve the complexity of its implementation. These conditions are presented in the form of inequalities for functions of one variable on the time interval. The optimization problem for quadratic functional is reduced to the bilinear case with the help of the adjoint matrix function.
Keywords:
non-convex optimal control problems, the maximum principle, sufficient optimality conditions.
Citation:
V. A. Srochko, V. G. Antonik, “Optimality conditions for extremal controls in bilinear and quadratic problems”, Izv. Vyssh. Uchebn. Zaved. Mat., 2016, no. 5, 86–92; Russian Math. (Iz. VUZ), 60:5 (2016), 75–80
This publication is cited in the following 6 articles:
V. A. Srochko, A. V. Arguchintsev, “Parametricheskaya regulyarizatsiya funktsionala v lineino-kvadratichnoi zadache optimalnogo upravleniya”, Izvestiya Irkutskogo gosudarstvennogo universiteta. Seriya Matematika, 49 (2024), 32–44
A. V. Arguchintsev, V. P. Poplevko, “Variatsionnoe uslovie optimalnosti v zadache upravleniya lineinoi giperbolicheskoi sistemoi pervogo poryadka s zapazdyvaniem na granitse”, Geometriya, mekhanika i differentsialnye uravneniya, Itogi nauki i tekhn. Sovrem. mat. i ee pril. Temat. obz., 212, VINITI RAN, M., 2022, 3–9
A. Arguchintsev, V. Poplevko, “An optimal control problem by a hybrid system of hyperbolic and ordinary differential equations”, Games, 12:1 (2021), 23
A V Arguchintsev, M S Kedrina, “Determination of functional parameters in boundary conditions of linear hyperbolic systems by optimal control methods”, J. Phys.: Conf. Ser., 1847:1 (2021), 012014
V. G. Antonik, A. V. Arguchintsev, “To the 75th Anniversary of the Birth of Professor V. A. Srochko”, Bull. Irkutsk State Univ.-Ser. Math., 34 (2020), 126–134
O. V. Morzhin, “Nelokalnoe uluchshenie upravlenii v nelineinykh diskretnykh sistemakh”, Izvestiya Irkutskogo gosudarstvennogo universiteta. Seriya Matematika, 19 (2017), 150–163