Abstract
A linear-quadratic problem with arbitrary matrices in the functional and multidimensional control with convex constraint is considered. Acceptable controls are piecewise linear vector functions within an uneven grid of possible corner points. The reduction of the optimal control problem into a finite-dimensional format is carried out using vector formalization of the linear spline construction and block matrices together with the corresponding operations. The possibility of influencing the functional in the original problem is provided by using parameters with quadratic forms. The choice of these parameters is focused on the regularization of the functional in the sense of providing it with the properties of convexity or concavity at the level of a finite-dimensional model. The conditions for the choice of parameters are in the nature of inequalities with respect to the extreme eigenvalues of the block matrices forming the objective function. The corresponding convex or concave optimization problems can be solved in a finite number of iterations.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: The Bulletin of Irkutsk State University. Series Mathematics
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
