Adaptive Method for Solving Optimal Control Problem with State and Control Variables.pdfVIP

Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2012, Article ID 209329, 15 pages doi:10.1155/2012/209329 Research Article Adaptive Method for Solving Optimal Control Problem with State and Control Variables Louadj Kahina1 and Aidene Mohamed2 1 Department of Mathematics, Faculty of Sciences, Mouloud Mammeri University, Tizi-Ouzou, Algeria 2 Laboratoire de Conception et Conduite de Systemes de Production (L2CSP), Tizi-Ouzou, Algeria ` Correspondence should be addressed to Louadj Kahina, louadj kahina@yahoo.fr Received 29 November 2011; Revised 19 April 2012; Accepted 20 April 2012 Academic Editor: Jianming Shi Copyright q 2012 L. Kahina and A. Mohamed. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. The problem of optimal control with state and control variables is studied. The variables are: a scalar vector x and the control ut; these variables are bonded, that is, the right-hand side of the ordinary differential equation contains both state and control variables in a mixed form. For solution of this problem, we used adaptive method and technology of linear programming. 1. Introduction Problems of optimal control have been intensively investigated in the world literature for over forty years. During this period, a series of fundamental results have been obtained, among which should be noted the maximum principle 1 and dynamic programming 2, 3. Results of the theory were taken up in various fields of science, engineering, and economics. The optimal control problem with mixed variables and free te