Optimal Resource Consumption Control with Interval Restrictions

Abstract

Some method is developed for calculating the optimal resource consumption control with interval restrictions on the components of the control vector. The approach is based on the sequential adjustment of the values of a quasioptimal control actions up to their limit values. The connection is found between the deviations of the initial conditions of the adjoint system and the deviations of the values of the quasioptimal control from the limit values. The rule for specifying the initial approximation is given, and the specific features of the rule are noted. An iterative algorithm is developed, and an example is given.