Abstract

The article investigates the linear-quadratic problem of optimal control for the process of the vibrating string. The urgency of this problem is not in doubt. In contrast, the most common methods of investigation of this problem (the Pontryagin maximum principle, dynamic programming Bellman method), in the article the method of Lagrange is implemented. As a result, necessary optimality conditions received. The conditions identified to ensure the uniqueness of the optimal control. A system of integral-differential Riccati equations and additional conditions for it obtained. The solution of this system gives the opportunity to provide optimal control as explicit form. The concrete examples and graphic illustration of the main results observed. In the future, it is promising to study the resulting functions of systems (14) and (16). Also the analysis of a similar mathematical model with stochastic parameters represents an interest for investigation .

Highlights

  • The conditions identified to ensure the uniqueness of the optimal control

  • The analysis of a similar mathematical model with stochastic parameters represents an interest for investigation

  • The article investigates the linear-quadratic problem of optimal control for the process of the vibrating string

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Summary

Introduction

THE OPTIMIZATION OF THE PROCESS OF VIBRATION OF A STRING У статті досліджується лінійно-квадратична задача оптимального керування процесом коливань струни. На противовагу найбільш поширеним методам дослідження цієї задачі (принцип максимума Понтрягіна, метод динамічного програмування Беллмана), в статті використано метод множників Лагранжа. Встановлені умови, що забезпечують єдиність оптимального керування. Отримано систему інтегро-диференціальних рівнянь Ріккаті та додаткові умови для неї.

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