A Class of Control Problems Under Uncertainty

Abstract

We consider a class of nonlinear game-theoretical control problems for a dynamical system with uncertain parameters, a free termination time, and a Bolza functional in the form of a power function of the control parameter. A control is proposed in the class of countercontrols on which the objective functional attains a guaranteed value that depends on the realized uncertainty. Calculation results using test model parameters are reported for the control and the functional values.