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本文以明斯克一批学者创建的最优控制问题的算法为基础提出了一个用于解决反馈最优控制问题的新方法．对综合问题给出了一个动态提法、构造了一个用于解决实时最优控制问题的算法．研究对象为具有分段线性输入装置系统在具有控制及终端状态约束下的端点最优控制问题．
Based on the algorithm of the optimal control problem created by a group of scholars in Minsk region, this paper proposes a new method for solving the optimal control problem of feedback. A dynamic formulation is given for the synthesis problem and an algorithm for solving the real-time optimal control problem is constructed. The research object is the end-point optimal control problem under the constraint of control and terminal state with piecewise linear input device system.