ALGORITHMS FOR NONLINEAR OPTIMAL CONTROL PROBLEMS BASED ON THE FIRST AND SECOND ORDER NECESSARY CONDITIONS

摘要

We develop an algorithmic support for some classes of nonlinear optimal control problems. We propose several algorithms based on the first- and second order necessary conditions for solving optimal control problems with constraints on control. Efficiency of the algorithms is confirmed by solving various test and applied optimal control problems. Bibliography: 11 titles. Illustrations: 3 figures.