Solving the problem of optimal control with free initial state under disturbance. (English) Zbl 1429.49037

Summary: The canonical optimal control problem with free initial condition for a linear time-dependent system in the class of discrete-time feasible controls is considered. The initial state of the optimized system is not known exactly, a priori information on the initial state is exhausted by inclusion \(x_0\in X_0\). Based on linear programming, method for synthesizing optimal feedback controls is presented. The results are illustrated by a forth-order problem.


49N05 Linear optimal control problems
90C05 Linear programming
49K05 Optimality conditions for free problems in one independent variable
49N35 Optimal feedback synthesis
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