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Regular version of the site

Article

The Relaxation of Complementary Slackness Conditions as a Regularization Method for Optimal Control Problems

Advances in Systems Science and Applications. 2019. Vol. 19. No. 2. P. 44-62.
Radionov S., Pilnik N., Pospelov I. G.

A new approach to the transformation of solutions of optimal control problems based on the special form of relaxation of complementary slackness conditions is presented. The proposed approach is tested on the Russian banking system model, which is derived as a solution of a linear nonautonomous optimization problem with mixed constraints. It is shown that the use of this method regularizes the model in a sense it becomes applicable for the forecasting of the main Russian banking indicators.