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This article is cited in 1 scientific paper (total in 1 paper)
Dynamic systems and optimal control
Resolution of linear-quadratic problems in a discrete-continuous format with external actions
Vladimir A. Srochko, Vladimir G. Antonik Irkutsk State University, Irkutsk, Russian Federation
Abstract:
Two linear-quadratic problems are considered on the set of piecewise-constant controls. The first problem contains a discrete perturbation on the right side of the controlled system and uncertain parameters in a quadratic functional with sign-indefinite matrices. Its solution is obtained by the guaranteed result rule and is implemented in the form of a finite-dimensional minimax problem. There are obtained conditions for the parameters that convert the objective function to a convex-concave structure and give the possibility of an effective solving of the problem. These are linear inequalities containing extreme eigenvalues of symmetric matrices. The second problem is related to the functional in the discrete variant, which is defined as the deviation of the phase trajectory from consecutive time realizations of the external influence. It gives the opportunity of the step by step searching of the extremmum at each node point of the time interval. Local problems can be effectively solved in a finite number of iterations.
Keywords:
linear-quadratic problems, discrete actions to system and functional, reduction to convex problems.
Received: 30.05.2023 Revised: 05.07.2023 Accepted: 12.07.2023
Citation:
Vladimir A. Srochko, Vladimir G. Antonik, “Resolution of linear-quadratic problems in a discrete-continuous format with external actions”, Bulletin of Irkutsk State University. Series Mathematics, 45 (2023), 24–36
Linking options:
https://www.mathnet.ru/eng/iigum532 https://www.mathnet.ru/eng/iigum/v45/p24
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