Algorithm of Generalized Solution an Optimal Control Problems for First-Order Differential Equations with Riemann-Hilbert Boundary Conditions

摘要

The present paper is devoted to optimal control problems whose behavior is described by first-order differential equations on the plane with Riemann-Hilbert Boundary conditions. Necessary and sufficient optimality conditions are obtained. A numerical algorithm for the solution of an optimal control problem for generalized analytic functions is given.