A problem of optimal control with free initial state
Mohamed Aidene, Kahina Louadj (2012)
ESAIM: Proceedings
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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 ∈ . 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 [9] of linear programming. The results are illustrated by a...