On the Stability of a Solution of a Guarantee Optimization Problem under a Functional Constraint on the Disturbance

Abstract

The paper deals with a control problem for a dynamical system under disturbances. In addition to geometric constraints on the disturbance, it is supposed that all disturbance realizations belong to some unknown L1-compact set. The control is aimed at minimization of a given quality index. Within the game-theoretical approach, the problem of optimizing the guaranteed result is studied. For solving this problem, we use a control procedure with a guide. The paper is focused on the questions of stability of this control procedure with respect to informational and computational errors. The results are illustrated by numerical simulation. © 2018