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

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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… Click to show full abstract

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.

Keywords: method averaging; problems optimal; differential equations; application method; averaging problems; optimal control

Journal Title: Ukrainian Mathematical Journal
Year Published: 2018

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