A new run algorithm for solving the continuous linear-quadratic optimal control problem with unseparated boundary conditions
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Publication:1995388
DOI10.1134/S1064230721010020zbMATH Open1458.49025arXiv1904.06947OpenAlexW3131090607MaRDI QIDQ1995388FDOQ1995388
M. M. Mutallimov, F. A. Aliev, I. A. Maharramov, N. Sh. Guseinova
Publication date: 23 February 2021
Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)
Abstract: A new algorithm for solving the solution of the linear-quadratic optimization problem (LQP) with unseparated boundary conditions in the continuous case is given. Using the properties of symmetry of the corresponding Hamiltonian matrix, the Euler-Lagrange equations, it is shown that linear algebraic equations for determining the missing initial data of the system being solved have a symmetric principal matrix. The results are illustrated by the example of LQP optimization (stationary case) with minimal control actions.
Full work available at URL: https://arxiv.org/abs/1904.06947
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