Dynamic Programming Approach for Solving Discrete Optimal Control Problem
نویسندگان
چکیده
Time discrete systems determined by systems of difference equations are considered. The characterizations of their optimal trajectories with given starting and final states is studied. An algorithm based on dynamic programming technique for determining such trajectories is proposed. In additional multicriterion version for considered control model is formulated and a general algorithm for determining Pareto solution is proposed. Mathematics subject classification: 90B10, 90C35.
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