DOIONLINE 
DOIONLINE Publish In |
International Journal of Management and Applied Science (IJMAS)-IJMAS |
 Journal Home Volume Issue |
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Issue |
Volume-4,Issue-2 ( Feb, 2018 ) | |||||||||
Paper Title |
Linear-Quadratic Optimal Control Problem with Constrained Control | |||||||||
Author Name |
Serikbai Aisagaliev, Assem Kabidoldanova | |||||||||
Affilition |
Al-Farabi Kazakh National University, Almaty, Kazakhstan | |||||||||
Pages |
7-11 | |||||||||
Abstract |
An analytical-numerical method for solving a boundary value optimal control problem with constrained control is suggested. The embedding principle underlying the method is based on the general solution of a Fredholm integral equation of the first kind and its analytic representation; the method permits one to reduce the boundary value optimal control problem with constraints to an optimization problem with free right end of the trajectory. Keywords - Linear-quadratic optimal control problem, constrained control, imbedding principle, admissible control, optimal control. | |||||||||
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