NUMERICAL SOLUTION OF THE OPTIMAL CONTROL PROBLEM FOR DEGENERATE LINEAR SYSTEM OF EQUATIONS WITH SHOWALTER - SIDOROV INITIAL CONDITIONS

The article proposes algorithm and example of numerical solution of the optimal control problem for degenerate linear system of ordinary differential equations with constant coefficients. By using the initial condition of Showalter - Sidorov we extend the range of practical applicability of this model. By example of Leontief we compare the results with the numerical solution of optimal control problem for Leontief type system with initial condition of Cauchy.

Keywords

numerical solution, optimal control problem, Leontief type system, method of phase space