Optimal control of measure dynamics

• Solving principles of optimal control problem in space of measures are stated.
• Feedback control is suggested for satisfying state constraint.
• Numerical solution based on method of moments is proposed.

Optimal control problem is considered in the space of measures. The general principles of solving are presented. On the basis of these principles feedback control has been suggested for satisfying the state constraint in the form of equality. The principles of solving are developed for specific problems with a state constraint. In particular, optimal control problems of heat conductivity with the state constraints as equality are considered. Feedback is constructed by using bilinear control and integral transformation. Numerical solution is proposed on the base of the method of moments.