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A regularization algorithm for singular controls of parabolic systems
Authors:N I Lyashko  A E Grishchenko  V V Onotskii
Affiliation:(1) Taras Shevchenko National University, Kiev, Ukraine
Abstract:A practically convenient method of regularization is proposed to solve an optimal control problem for a parabolic equation with a delta function on its right-hand side. The corresponding regularized analogue is proved to converge to a delta function in a negative space. The differential characteristics of the performance criterion are analyzed. An algorithm for finding the optimal control is developed for a regularized problem. Results from a numerical testing of the algorithm are presented. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 1, pp. 86–94, January–February 2006.
Keywords:optimal control  singular control  regularization  gradient method  finite-difference schemes  TS-algorithm
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