Dynamical Processes Described by a Boundary Value Problem: Necessary Conditions of Optimality and Methods of Solving

摘要

Interative methods of finding the optimal control that minimize a quality functional defined on the solutions of the controlled boundary value problem are proposed. The methods are based on the necessary conditions of optimality similar to the maximum principle obtained in [1-3] and on the differential maximum principle. The article is a logical continuation of [2].