On Guarantee Optimization under Conditions of Integral Constraints on Control Actions and Nonterminal Quality Index*

A linear-convex problem of dynamical guarantee optimization under conditions of unknown disturbances and with positional quality index that estimates a set of deviations of the motion of the controlled system at given instants of time from given target points is considered. Control actions are bounded by both geometrical and integral constraints. Disturbance actions are only geometrically bounded. A procedure for approximate computing of the optimal guaranteed result and of the corresponding optimal closed-loop control law is elaborated. The method is based on recurrent constructions of upper convex hulls of auxiliary program functions. Results of numerical experiments on model examples are given.