OPEN‐LOOP AND CLOSED‐LOOP OPTIMIZATION OF LINEAR CONTROL SYSTEMS

A canonical optimal control problem for linear systems with time‐varying coefficients is considered in the class of discrete controls. On the basis of linear programming methods, two primal and two dual methods of constructing optimal open‐loop controls are proposed. A method of synthesis of optimal feedback control is described. Results are illustrated by a fourth‐order problem; estimates of efficiency of proposed methods are given.