SECOND-ORDER ITERATIVE METHOD FOR OPTIMAL CONTROL PROBLEMS OF MULTISTAGE PROCESSES

V. A.Baturin; V. N.Sizykh; A. V.Daneev

V. A.Baturin V.M. Matrosov Institute for System Dynamics and Control Theory, Siberian Branch of the Russian Academy of Sciences, Irkutsk,st. Lermontova, 134, Russia
V. N.Sizykh Irkutsk State Transport University, Irkutsk, st. Chernyshevskogo, 15, Russia
A. V.Daneev Irkutsk State Transport University, Irkutsk, st. Chernyshevskogo, 15, Russia

Article ID: 2540

Keywords: optimal control; improvement method; inference algorithms; theory of Krotov; sufficient conditions; strong local minimum

Abstract

The paper proposes a second-order strong improvement method for optimal control problems with non-fixed stage time intervals. The technique of inference algorithms is based on the theory of V. F. Krotov. Conditions are given for the control to be improvable, which are closely related to the necessary and sufficient conditions for a strong local minimum.

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