Application of the method of averaging to the problems of optimal control over functional-differential equations

  • T. V. Koval’chuk
  • V. I. Kravets
  • V. V. Mohyl'ova
  • A. N. Stanzhitskii

Abstract

We study the application of the method of averaging to the problems of optimal control over functional-differential equations. The procedure of averaging allows us to replace the original problem with the problem of optimal control by a system of ordinary differential equations. It is proved that the optimal control over the averaged problem is almost optimal for the exact problem. The optimal control problems are investigated on finite and infinite horizons.
Published
25.02.2018
How to Cite
Koval’chukT. V., KravetsV. I., Mohyl’ovaV. V., and StanzhitskiiA. N. “Application of the method of Averaging to the Problems of Optimal Control over Functional-Differential Equations”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 70, no. 2, Feb. 2018, pp. 206-15, http://umj.imath.kiev.ua/index.php/umj/article/view/1551.
Section
Research articles