Abstract. This paper considers optimal decision-making during the life cycle management of complex systems of aerospace, power, nuclear, transport, and other complex entities, capital objects and systems of the power, telecommunications, transport, agriculture, raw material, and other industries as well as information systems. The system-wide peculiarities of the life cycles of complex systems are identified and analyzed. Qualitative formalisms to represent life cycles are proposed; mathematical foundations of the problem of their optimal control are described. A mathematically rigorous optimal control problem for the life cycle of complex products, objects, and systems is stated. An algorithmic solution of the optimal control problem based on the formalisms of dynamic programming is developed. A practical way of applying this algorithm based on the scenario approach is proposed; the conditions of life cycle control optimization (under which optimization is possible) are listed. The results presented below are an optimal control tool for the life cycle of complex products, objects, and systems.
Keywords: optimal control; dynamic programming; life cycles of complex products, objects, and systems.
Optimal Control of the Life Cycle of Complex Systems