Abstract:
The paper is concerned with specifics of using the best quaranteed result in programmed control problems. A case is taken up where the disturbance effects several indices such as current constraints, final conditions, and the performance criterion. When the control program is chosen the value of the disturbance is unknown; only the set of possible values is known. For the control program to be guaranteeing in all the indices and over the entire time interval, each index is assumed to be affected by its worst disturbance (even if the same disturbance has to take on different values). For illustration, a guaranteeing program is analytically designed for one inventory problem.