Application of the Variational Method for Solving Inverse Problems of Optimal Control

Abstract

For optimal control problems, a new approach based on the search for an extremum of a special functional is proposed. The differential problem is reformulated as an ill-posed variational inverse problem. Taking into account ill-posedness leads to a stable numerical minimization procedure. The method developed has a high degree of generality, since it allows one to find special controls. Several examples of interest concerning the solution of classical optimal control problems are considered.