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Solution of discontinuous problem of optimal control over the individual human capital development by the numerical method

机译:数值方法解决单个人力资本开发最优控制的不连续问题

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The optimal control problem is studied, which was described by a dynamical system with a nonsmooth right-hand side, using the example of the problem of managing the development of individual human capital. Specialized methods of searching for optimal control are developed, focused on accounting for the violation of the smoothness of the right-hand side of the dynamical system under consideration. Necessary optimality conditions are obtained in the form of Pontryagin’s maximum principle with additional jump conditions for conjugate functions. Numerical methods have been developed to solve the nonsmooth task of managing the development of human capital, making it possible to find optimal control and give it a meaningful interpretation.
机译:研究了最佳控制问题,该系统由具有非右手侧的动态系统描述的,使用管理各个人力资本的发展问题的示例。开发了专门搜索最佳控制的专业方法,专注于违反所考虑的动态系统右侧的平滑度的侵犯。在Pontryagin的最大原理的形式获得必要的最优性条件,其中缀合物功能的额外跳跃条件。已经开发了数值方法来解决管理人力资本发展的非现金任务,使得可以找到最佳控制并给予一个有意义的解释。

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