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  Journal Paper


Paper Title :
Linear-Quadratic Optimal Control Problem with Constrained Control

Author :Serikbai Aisagaliev, Assem Kabidoldanova

Article Citation :Serikbai Aisagaliev ,Assem Kabidoldanova , (2018 ) " Linear-Quadratic Optimal Control Problem with Constrained Control " , International Journal of Management and Applied Science (IJMAS) , pp. 7-11, Volume-4,Issue-2

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.

Type : Research paper

Published : Volume-4,Issue-2


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