Solution procedure for a problem of dynamical optimization with control delays

Abstract

In this paper a linear dynamical system controlled under the conditions of disturbances and with control delays is considered. The Euclidean norm of a set of the system motion deviations at given instants of time from the origin is minimized. A typical case of the location of the indicated instants of time is studied. Within the game-theoretical approach the problem of calculating the value of the optimal guaranteed result and constructing a positional (closed-loop) control law that ensures this result is posed. For this problem, an effective solution procedure based on the recurrent construction of upper convex hulls of auxiliary program functions is elaborated. Results of numerical simulations are given. © IFAC.