The linear-quadratic singular perturbed control problem is considered. It is known that the lack of information about states does not permit to design a control which minimizes the quadratic functional for arbitrary initial states. In the paper, the minimax approach is discussed and thereby the discrete minimax problem is solved. The presence of regular and singular perturbations in the dynamics is the main difference between this paper and previous works. Two illustrative examples are considered.

Original languageEnglish
Title of host publication2017 Constructive Nonsmooth Analysis and Related Topics (Dedicated to the Memory of V.F. Demyanov), CNSA 2017 - Proceedings
EditorsL. N. Polyakova
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781509062607
DOIs
StatePublished - 10 Jul 2017
Event2017 Constructive Nonsmooth Analysis and Related Topics: dedicated to the Memory of V.F. Demyanov - Saint-Petersburg, Russian Federation
Duration: 22 May 201727 May 2017
http://www.mathnet.ru/php/conference.phtml?confid=968&option_lang=rus
http://www.pdmi.ras.ru/EIMI/2017/CNSA/

Conference

Conference2017 Constructive Nonsmooth Analysis and Related Topics
Abbreviated titleCNSA 2017
Country/TerritoryRussian Federation
CitySaint-Petersburg
Period22/05/1727/05/17
Internet address

    Scopus subject areas

  • Modelling and Simulation
  • Analysis
  • Applied Mathematics
  • Control and Optimization

ID: 37604593