Leontief's model as a boundary value problem in optimal control

Автор: Khoroshilova E.V.
Сборник: III International Conference on Optimization: Methods and Applications (OPTIMA-2012). Sept. 23-30 2012, Costa da Caparica, Portugal. Proceedings
Тезисы
Год издания: 2012
Место издания: Computing Center of RAS Moscow
Первая страница: 128
Последняя страница: 133
Аннотация: The optimal control problem with free right end and linear differential equations constraints is considered. The right-hand ends of controls and trajectories generate a finite-dimensional Cartesian product, on which a minimum of the objective function is defined under constraints such as input-output model of Leontief. To solve this problem we suggest an iterative method of extra-proximal type, consisting in the construction of the functional sequences of trajectories and controls. It was proved that the sequences of controls, trajectories, conjugate trajectories, as well as the sequences in finite-dimensional spaces of primal and dual variables converge monotonically in norm to solution of the problem.
Добавил в систему: Хорошилова Елена Владимировна

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