A linear-quadratic problem of optimal control over the heat conductivity process

1Kopets, MM
1National Technical University of Ukraine "Kyiv Polytechnic Institute"
Dopov. Nac. akad. nauk Ukr. 2014, 2:45-49
Section: Information Science and Cybernetics
Language: Ukrainian

The problem of minimization of a quadratic functional on solutions of the second boundary-value problem for the heat equation is considered. The method of Lagrange multipliers is applied to research the formulated optimization problem. Such approach has given a chance to obtain the necessary conditions of optimality. On the basis of these conditions, the integro-differential Riccati equation with partial derivatives is deduced. The solution of this equation is presented in the closed form.

Keywords: heat conductivity, optimal control

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