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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2013 Volume 19, Number 4, Pages 64–72 (Mi timm1000)

This article is cited in 2 papers

A control problem with dominating uncertainty

N. L. Grigorenko

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

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.

UDC: 517.977

Received: 01.04.2013


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplement Issues), 2014, 287, suppl. 1, S68–S76

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