A closed-loop strategy in an optimal guaranteed control problem for a linear system

Abstract

This paper deals with an optimal control problem for a linear discrete system subject to unknown bounded disturbances with the control goal being to steer the system with guarantees to a given target set while minimizing a given cost function. We define an optimal control strategy with one correction time instant, meaning taking into account information about one future state of the object, and propose an efficient numerical method for constructing it.