Abstract:
An optimal control problem for a system involving an interval parameter is considered. The concept of p-universal solution is introduced. The existence and uniqueness of a p-universal solution of the interval optimal control problem is proved, and an algorithm for its determination is presented. The interval optimal control problem for a system described by the boundary value problem for a second order differential equation is solved as an example.
Key words:interval problems, optimal control in Hilbert space, optimality system, Lagrange principle, existence and uniqueness theorem.