Controllability and optimal speed-in-action of linear systems with boundary conditions

Abstract

The paper proposes a method for solving the problem of optimal performance for linear systems of ordinary differential equations in the presence of phase and integral restrictions, when the initial and final states of the system are elements of given convex closed sets, taking into account the control value restriction. The presented work refers to the mathematical theory of optimal processes from L.S. Pontryagin and his students and the theory of controllability of dynamic systems from R.E. Kalman. We study the problem of optimal speed for linear systems with boundary conditions from given sets close to the presence of phase and integral constraints, as well as constraints on the control value. A theory of the boundary value problem has been created and a method for solving it based on the study of solvability and the construction of a general solution to the Fredholm integral equation of the first kind has been developed. The main results are the distribution of all controls’ sets, each subject of which transfers the trajectory of the system from any initial state to any final state; reducing the initial boundary point to a special initial optimal control problem; constructing a system of algorithms for the gamma-algorithm study on the derivation of problems and rational execution with restrictions on the solution of the optimal speed’ problem with restrictions.