On Optimal Control under Program Disturbances

For the optimal control problem under dynamical uncertainties and terminal type quality index, the dependence of optimal guarantee on the restricting the set of admissible disturbances to program ones is considered for some classes of control strategies. The example of the control problem, for which the optimal guarantee is essentially changed when the set of disturbances is restricted to program ones is given. Some conditions making the optimal guarantee invariable to this restriction of class of disturbances is provided.