Numerical algorithm for solving the problem of synthesis of impulse controls under uncertainty

  • Authors:

  • A. N. Daryin;Yu. Yu. Minaeva

  • Affiliations:

  • Moscow State University, Moscow, Russia;Moscow State University, Moscow, Russia

  • Venue:
  • Journal of Computer and Systems Sciences International
  • Year:
  • 2013

Quantified Score

Hi-index 0.00

Visualization

Abstract

Feedback control problem for a linear system under an unknown but bounded disturbance is considered. A numerical algorithm for the synthesis of controls in the problem of impulse control based on the representation of the value function using methods of convex analysis in terms of the conjugate function and the subsequent approximation of the conjugate function by piecewise affine convex functions is described.