SENSITIVIT CONSIDERATIONS IN OPTIMAL CONTROL SYSTEMS

Abstract

In this dissertation various problems connected with the Es nsit iv ity of optimal control systems have been studied Eacpre sstonsrelating the open loop and closed loop cost functional sensitivities have been derived for non linear, discrete-time and distributed parameter ey stems; It is shown that under certain 0 ~tditions the open loop: and closed loop sensitivities are identical for both discrete time and distributed parameter systems,'. a result similar to the one known for lumped parameter, continuous time sirsteels. A criterion for terminal state. insensitivity has been presented, Further a method for the determination of a fee dback control which preserves optimality for systems with unknown parameters is given using Pontryagin's Maximum Principle. A procedure for the synthesis of a feedback control which causes the system terminal state to be insensitive to parameter changes while preserving optimality has been described; Also presented is a technique for obtaining an optimal control which keeps the state trajectory as close to the nominal state as desired.. The procedures are illustrated by numerical examples