A problem of guaranteed closed-loop guidance by a fixed time for a linear control system with incomplete information. Program solvability criterion

The method of open-loop control packages is applied to identify solvability conditions in a problem of guaranteed closed-loop guidance of a linear partially observed control system to one of convex target sets by a specified time. The set of admissible initial states is assumed to be finite. The task is reduced to a problem of open-loop guidance of an extended control system, and solvability conditions for this system are described in terms of finite-dimensional convex optimization problems.