Open AccessA method for constructing an optimal control strategy in a linear terminal problem
Author(s) -
Dzmitry Kastsiukevich,
Н. М. Дмитрук
Publication year - 2021
Publication title -
žurnal belorusskogo gosudarstvennogo universiteta. matematika, informatika/žurnal belorusskogo gosudarstvennogo universiteta. matematika, informatika
Language(s) - English
Resource type - Journals
eISSN - 2617-3956
pISSN - 2520-6508
DOI - 10.33581/2520-6508-2021-2-38-50
Subject(s) - terminal (telecommunication) , optimal control , mathematical optimization , control theory (sociology) , bounded function , computer science , computation , control (management) , set (abstract data type) , state (computer science) , function (biology) , linear system , mathematics , algorithm , telecommunications , mathematical analysis , artificial intelligence , evolutionary biology , biology , programming language
This paper deals with an optimal control problem for a linear discrete system subject to unknown bounded disturbances, where the control goal is to steer the system with guarantees into a given terminal set while minimising the terminal cost function. We define an optimal control strategy which takes into account the state of the system at one future time instant and propose an efficient numerical method for its construction. The results of numerical experiments show an improvement in performance under the optimal control strategy in comparison to the optimal open-loop worst-case control while maintaining comparable computation times.