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Optimal guaranteed control of linear systems under disturbances

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Abstract

This paper is devoted to the problem of the minimax control of a dynamical system with quadratic performance functional under external disturbances and geometric control constraints. The optimal guaranteed control strategy is obtained in explicit form.

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Translated fromMatematicheskie Zametki, Vol. 60, No. 2, pp. 198–205, August, 1996.

This research was supported by the Russian Foundation for Basic Research under grant No. 95-01-000771a.

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Ivanov, G.E. Optimal guaranteed control of linear systems under disturbances. Math Notes 60, 147–152 (1996). https://doi.org/10.1007/BF02305178

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  • DOI: https://doi.org/10.1007/BF02305178

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