The paper proposes a second-order strong improvement method for optimal control problems with non-fixed stage time intervals. The technique of inference algorithms is based on the theory of V. F. Krotov. Conditions are given for the control to be improvable, which are closely related to the necessary and sufficient conditions for a strong local minimum.

optimal control, improvement method, inference algorithms, theory of Krotov, sufficient conditions, strong local minimum.

Received: October 11, 2021; Accepted: November 12, 2021; Published: December 20, 2021

How to cite this article: V. A. Baturin, V. N. Sizykh and A. V. Daneev, Second-order iterative method for optimal control problems of multistage processes, Advances in Differential Equations and Control Processes 26 (2022), 21-38. DOI: 10.17654/0974324322002

This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License

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