This article is cited in 6 papers

Guaranteed control under functionally restricted disturbances

Dmitry A. Serkov

Institute of Mathematics and Mechanics, Ural Branch of Russian Academy of Sciences, Yekaterinburg, Russia

Abstract: The control problem under disturbances, that are functionally constrained, is considered. An optimal strategy with full memory is designed and some properties of this strategy are provided. It is demonstrated on a class of control systems, that in the case when the condition of saddle point for the small game is violated, the strategy guarantees the value of lower game. An illustrative nonlinear example is given.

Keywords: optimal guarantee, program disturbance, strategy with full memory, lower game.

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