Setting optimality conditions mgmt technical system in closed region of admissible values
Abstract
The generalized statement of the problem of optimal control of a technical system has been carried out in the article. The statemented problem has been solved by dynamic programming. This gave the optimal control in the form of feedback. Based on the Bellman equation and the condition of the Hamiltonian maximum analysis shows the relationship between the methods of dynamic programming and the maximum principle. The optimal control condition is set for in a closed feasible region.
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