A new run algorithm for solving the continuous linear-quadratic optimal control problem with unseparated boundary conditions

DOI10.1134/S1064230721010020MaRDI QIDQ1995388zbMATH OpenOpenAlexFDO

Authors N. Sh. Guseinova, I. A. Maharramov, M. M. Mutallimov, F. A. Aliev

Publication date 23 February 2021

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1904.06947

zbMATH Keywords

linear-quadratic optimal control

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10)

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.

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