A numerical method for solving a linear time-optimal control problem (Q1571171)

The problem of determining a time-optimal control for high-order complex dynamical systems is of considerable theoretical and practical interest. The basic difficulty lies in the determination of the initial conditions for the adjoint system. In this paper a system of linear algebraic equations is obtained that approximately relates the increments of the initial conditions for the adjoint system and the increment of the final time to the increments of the phase coordinates of the controlled system. It is proved that the computational process and the sequences of quasi-optimal controls converge to the optimal control.