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Optimal real-time control for dynamical systems under uncertainty

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The synthesis problem for optimal control systems in the class of discrete controls is under consideration. The problem is investigated by reducing to a linear programming (LP) problem with consequent use of a dynamic version of the adaptive method of LP. Both perfect and imperfect information on behavior of control system cases are studied. Algorithms for the optimal controller, optimal estimators are described. Results are illustrated by examples.
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Bibliografia
  • [1] R. Gabasov, F.M. Kirillova, and N.V. Balashevich, "Open-loop and dosed-loop optimization of linear control systems", Asian Journal of Control 3 (2), 155-168 (2000).
  • [2] R. Gabasov, F.M. Kirillova, and S.V. Prischepova, Optimal Feedback Control, Springer- Verlag, Berlin, 1995.
  • [3] N.V. Balashevich, R Gabasov, AJ. Kalinin, and F.M. Kirillova, "Optimal control of nonlinear systems", Computational Mathematics and Mathematical Physics 42 (7), 931-956 (2002).
  • [4] N.V. Balashevich, R Gabasov, and F.M. Kirillova, "Numerical methods of open-loop and dosed-loop optimization of piecewise linear systems", Computational Mathematics and Mathematical Physics 42 (11), 1658-1671 (2002).
  • [5] R.P. Fedorenko, Approximate Solution of Optimal Control Problems, Nauka, Moscow, 1973.
  • [6] R Gabasov, N.V. Dmitruk, and F.M. Kirillova, "Observation of nonstationary dynamical systems", Computer and Systems Sciences International 41 (3), 195-206 (2002).
  • [7] R. Gabasov, F.M. Kirillova, and N.V. Balashevich, "Guaranteed on-line control for nonlinear control for linear systems under disturbances", Functional Differential Equations 11 (3-4),341-361 (2004).
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bwmeta1.element.baztech-article-BPG5-0021-0007
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