Application of the Method of Averaging to the Problems of Optimal Control Over Functional-Differential Equations

Application of the Method of Averaging to the Problems of Optimal Control Over Functional-Differential Equations

We study the application of the method of averaging to the problems of optimal control over functional differential equations. The procedure of averaging allows one to replace the original problem by the problem of optimal control over a system of ordinary differential equations. It is proved that t...

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Veröffentlicht in:Ukrainian mathematical journal 2018-07, Vol.70 (2), p.232-242
Hauptverfasser: Kravets’, V. I., Koval’chuk, T. V., Mohyl’ova, V. V., Stanzhyts’kyi, O. M.
Format: Artikel
Sprache:eng
Schlagworte:
Algebra
Analysis
Applications of Mathematics
Differential equations
Geometry
Mathematical analysis
Mathematics
Mathematics and Statistics
Methods
Optimal control
Ordinary differential equations
Queuing theory
Statistics
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Zusammenfassung:We study the application of the method of averaging to the problems of optimal control over functional differential equations. The procedure of averaging allows one to replace the original problem by the problem of optimal control over a system of ordinary differential equations. It is proved that the optimal control over the averaged problem is almost optimal for the exact problem. We study the problems of optimal control with finite and infinite horizons.
ISSN:0041-5995
1573-9376
DOI:10.1007/s11253-018-1497-9