Volume 35, March 2012Congrès National de Mathématiques Appliquées et Industrielles
|Page(s)||184 - 190|
|Published online||06 April 2012|
A problem of optimal control with free initial state
Laboratoire de Conception et Conduite des Systèmes de Production
(L2CSP),University Mouloud Mammeri of Tizi Ouzou,
2 University Mouloud Mammeri, Faculty of sciences,Departement of Mathematics, Tizi Ouzou, Algeria
We are studying an optimal control problem with free initial condition. The initial state of the optimized system is not known exactly, information on initial state is exhausted by inclusions x0 ∈ X0. Accessible controls for optimization of continuous dynamic system are discrete controls defined on quantized axes. The method presented is based on the concepts and operations of the adaptive method  of linear programming. The results are illustrated by a fourth order problem, efficiency estimates of proposed methods are given.
© EDP Sciences, SMAI 2012
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