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Solution of optimal control problem in class of piecewise-constant functions

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Abstract

A numerical method of solution of problems of optimal control of objects that may be described by systems of ordinary differential equations in the class of piecewise-constant controls is proposed in the article. At the same time, both the piecewise-constant values of the controls as well as the constancy intervals of these values are optimized. Analytic formulas of the gradient of the functional with respect to the optimized parameters are obtained. The formulas for the gradient of the functional obtained for an initial continuous optimal control problem and the corresponding discretized optimal control problem are compared and results of numerical experiments are presented.

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Authors and Affiliations

  1. Azerbaidzhan State Petroleum Academy, pr. Azadlyg 20, Baku, Az1010, Azerbaijan

    K. R. Aida-zadeh

  2. Institute of Cybernetics, National Academy of Sciences of Azerbaijan, ul. F.Agaeva 9, Baku, AZ1141, Azerbaijan

    A. B. Ragimov

Authors
  1. K. R. Aida-zadeh
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  2. A. B. Ragimov
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Additional information

Original Russian Text © K.R. Aida-zadeh, A.B. Ragimov@, 2007, published in Avtomatika i Vychislitel’naya Tekhnika, 2007, No. 1, pp. 27–36.

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Aida-zadeh, K.R., Ragimov, A.B. Solution of optimal control problem in class of piecewise-constant functions. Aut. Conrol Comp. Sci. 41, 18–24 (2007). https://doi.org/10.3103/S0146411607010038

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  • DOI: https://doi.org/10.3103/S0146411607010038

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