Optimal control of dynamical systems with constraints
A method for solving a boundary value optimal control problem for dynalmical systems described by ordinary differential equations with constrained control and state variables and mixed constraints is proposed. A condition for the existence of a solution has been obtained and methods for an admissible control and optimal solution construction have been developed. An optimal control is constructed by reducing the problem to a free endpoint optimization problem on the base of an imbedding principle and consequently narrowing a set of admissible controls.
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