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ЗАДАЧА СЛЕЖЕНИЯ ПРИ ДЕЙСТВИИ ОГРАНИЧЕННЫХ ВОЗМУЩЕНИЙ. АЛГЕБРАИЧЕСКИЙ МЕТОД СИНТЕЗА
We consider the problem of a zero-sum differential tracking game with a quadratic
performance functional in which the plant subjected to uncontrolled disturbances is described
by a nonlinear ordinary differential equation. The synthesis of optimal controls is known to
necessitate online solving a scalar Bellman–Isaacs partial differential equation that contains
information about the trajectory of the process to be monitored. The lack of information about
this process over the entire control interval makes the synthesized controls unimplementable.
An algebraic method is proposed for solving the Bellman-Isaacs equation, which contains the
current value of the monitored process. As an illustration of the results obtained, we give the
simulation of the behavior of a nonlinear system with two players with an open control horizon.