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Quasilinear problems of optimal control and nonlinear programming are investigated. The algorithms for approximate solution of the optimization problems are worked out on the base of the support [Gabasov R., Kirillova F.M. Constructive Methods of Optimization. P. II. Control Problems. Minsk, University Press, 1984] and asymptotic methods. The algorithms are applied to the solution of general nonlinear...
The history of optimal control processes has begun with the discovery of Pontryagin maximum principle [1]. This classical result has allowed to solve many applied problems and has become the basic means at constructing numerical methods of optimal control [2]. The given paper contains the recent results on solution of linear-quadratic extremal problems, optimization of linear dynamic systems with...
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