Optimization of discrete time systems. The upper boundary approach (Q1837649)

The present bock deals with a new approach to control problems (specifically discrete time control problems). Solution methods for the optimization of discrete time systems is the subject of this book. The problems are solved not only with the help of the fundamental theorems of control theory, but also based on some results of mathematical programming. The authors do a first attempt to the investigation of the problems in this l.c. direction and call the approach the upper boundary approach. In the book one-stage systems and multistage systems are considered. In chapter 4 a computer algorithm for the generalized maximum principle with quadratic support is presented. First, a general idea of the algorithm is given. After this, the algorithm is described. The results of computations for three examples are presented. The computer program for the algorithm is written in basic FORTRAN.