Optimal guaranteed control of delay systems
Trudy Instituta matematiki i mehaniki, Control, stability, and inverse problems of dynamics, Tome 12 (2006) no. 2, pp. 27-46

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A linear problem of optimal guaranteed control of a delay system is considered in which geometric constraints on control actions and terminal constraints on states are present. A new concept of a state of the problem that represents a finite-dimensional vector is introduced. Three kinds of optimal feedback are defined. We describe methods for implementing open-loop and closable optimal feedbacks. They are based on a fast dual method for the correction of optimal programs. The results are illustrated by examples.
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R. Gabasov; N. M. Dmitruk; F. M. Kirillova. Optimal guaranteed control of delay systems. Trudy Instituta matematiki i mehaniki, Control, stability, and inverse problems of dynamics, Tome 12 (2006) no. 2, pp. 27-46. http://geodesic.mathdoc.fr/item/TIMM_2006_12_2_a2/