Asymptotics of the optimal cost functional in a linear optimal control problem

2009 ◽  
Vol 80 (1) ◽  
pp. 478-481 ◽  
Author(s):  
A. R. Danilin ◽  
Yu. V. Parysheva
Author(s):  
Olha Milchenko

A non-linear optimal control problem for a hyperbolic system of first order equations on a line in the case of degeneracy of the initial condition line is considered. This problem describes many natural, economic and social processes, in particular, the optimality of the Slutsky demand, the theory of bio-population, etc. The research is based on the method of characteristics and the use of nonstandard variations of the increment of target functional, which leads to the construction of efficient computational algorithms.


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