Methods of Numerical Solution of Optimal Control Problems Based on the Pontryagin Maximum Principle
2015
In this paper, we study optimal control problems whose behavior is described by second-order differential equations with nonlocal Bitsadze–Samarski boundary conditions. Necessary conditions of optimality are obtained in terms of the maximum principle; adjoint equations are constructed in the differential and integral form. Necessary and sufficient optimality conditions are obtained for a linear problem, a difference scheme is constructed and examined, and a numerical algorithm is proposed.
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