Numerical solving of control problem for object with uncertain information on its initial state and parameters

Abstract

Problems of the optimal control of objects described by systems of ordinary differential equations in the class of piecewise constant control functions at inexact initial information about the values of the initial conditions and object parameters are investigated in this article. The piecewise constant values of the controls and the boundaries of the controls’ constancy intervals are optimized in this problem. The necessary optimality conditions and formulas for the functional gradient that allow using effective first-order optimization procedures for the numerical solution at a given number of the controls constancy intervals are obtained. The algorithm of its optimization is offered for the case when the number of intervals of constancy is not give.