Abstract:
An optimal control problem for a system involving an interval parameter is considered. The concepts of a universal optimal state and a universal optimal control are introduced. The existence and uniqueness of a universal solution to 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 ordinary differential equation is solved as an example.
Key words:interval problems, optimal control in Hilbert space, Lagrange principle, numerical algorithm, existence and uniqueness theorem.