Geodesic
A control problem with dominating uncertainty
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 19 (2013) no. 4, pp. 64-72

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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. 
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     author = {N. L. Grigorenko},
     title = {A control problem with dominating uncertainty},
     journal = {Trudy Instituta matematiki i mehaniki},
     pages = {64--72},
     publisher = {mathdoc},
     volume = {19},
     number = {4},
     year = {2013},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TIMM_2013_19_4_a6/}
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N. L. Grigorenko. A control problem with dominating uncertainty. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 19 (2013) no. 4, pp. 64-72. http://geodesic.mathdoc.fr/item/TIMM_2013_19_4_a6/