Second Order Methods for the Optimal Control Problems


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Abstract

The paper considers the iterative improvement algorithms, the efficiency of which substantially depends on the chosen parameters values. The problem of control of these parameters is formulated and discussed. We designed the modified algorithms where parameters are automatically adjusted at each iteration. The original and modified algorithms are applied to solve the problem of optimal control for the ecology-economic system.

About the authors

V. A. Baturin

Institute of Systems Dynamics and Control Theory

Author for correspondence.
Email: rozen@icc.ru
Russian Federation, Irkutsk

S. V. Cheremnykh

Irkutsk Euro-Asian Linguistic Institute of the Federal State Government-Funded Educational Organization of Higher Professional Education “Moscow State Linguistic University,”

Email: rozen@icc.ru
Russian Federation, Irkutsk

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