On an Approach to Solving the Time-Optimization Problem for Linear Discrete-Time Systems Based on Krotov Method

Abstract

In the paper, we develop a method for studying the time-optimization problem for a linear system with discrete time, which allows, in the general case, to improve known upper estimates of the objective function and to find guaranteeing control processes. We obtain sufficient conditions for convergence to the optimal solution in the problem and implement the method as an effective numerical algorithm.