Optimal Strategy with One Closing Instant for a Linear Optimal Guaranteed Control Problem

Abstract

We consider an optimal guaranteed control problem for a linear time-varying system that is subject to unknown bounded disturbances. A control strategy is defined that guarantees steering the system to a given terminal set for any realization of disturbances and takes into account that at one future time instant the control loop will be closed. An efficient method for constructing the optimal control strategy and an algorithm for optimal feedback control based on this type of strategies are proposed.