STATISTICAL SYNTHESIS OF A DYNAMICAL SYSTEM IN A FINITE-DIMENSIONAL SPACE
This article deals with the problem of choosing the optimal control of a dynamic system, which is described by a system of equations of motion, functional constraints, and the functional of the problem. Reduction of the initial problem to the problem in the finite-difference formulation and replacement of all functional constraints and equations of motion with criterion functions is presented. An additive criterion presented in a finite-difference form is considered and a statistical synthesis of dynamic system control is presented. The method of multiextremal search for a global extremum and its operation on a model problem are presented.
statistical synthesis, dynamic system, optimal control, finite-difference approximation, additive criterion, multi-extreme search method, global extremum, operation, trajectory.