Stable control algorithms for non-stationary objects based on game methods

Abstract

Abstract The paper considers the issues of constructing stable control algorithms for non-stationary objects based on the concepts of game methods. According to the principle of dynamic programming, control is defined when there are or are no restrictions on control actions. A.N.Tikhonov’s regularization method is used for stable estimation of the perturbation vector using the principle of the least residual estimate, as well as the method for compiling and solving an extended regularized normal system of equations. The obtained expressions make it possible to form control algorithms for linear non-stationary objects, which are stable when the control actions are limited, taking into account the feedback channel signal. At the same time, the use of game theory methods makes it possible to optimize management decisions under the conditions of inefficiency of classical management methods under conditions of a high level of a priori uncertainty of processes in the system under consideration.