A problem of optimal control with free initial state
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 [9] of linear programming. The results are illustrated by a fourth order problem, efficiency estimates...