Abstract:
A control problem for a nonstationary dynamic system with unfixed termination time and terminal functional in the presence of uncertain parameters is considered. A control construction algorithm is proposed, which uses elements of necessary optimality conditions and the speed gradient principle providing a guaranteed value of the quality functional. The results of computing the control and values of the functional for test parameters of the model are presented.
Keywords:
control system, optimal control, control under uncertainty.
Citation:
N. L. Grigorenko, “A control problem with dominating uncertainty”, Trudy Inst. Mat. i Mekh. UrO RAN, 19, no. 4, 2013, 64–72; Proc. Steklov Inst. Math. (Suppl.), 287, suppl. 1 (2014), 68–76