Optimal And Suboptimal Control For Sets Of Trajectories Of Deterministic Continuous-discrete Systems

摘要

The optimal control problem for deterministic continuous-discrete systems whose continuous part is described by differential equations and the discrete part, by recurrence equations simulating the control device operation, is considered. Based on sufficient optimality conditions for complete feedback control, algorithms for construction of optimal control with limited set of exact measurements and suboptimal guaranteeing and suboptimal on average controls under uncertainty conditions are proposed. It is shown that for linear continuous-discrete systems with quadratic cost function the optimal open-loop control for the set coincides with the optimal control for one set trajectory, i.e., the suboptimal control is optimal. The application of optimality and suboptimality conditions is demonstrated using examples.