Vladimir Turetsky

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—A cheap control problem for a system with state delays and matched uncertainties is studied. First, such a cheap control problem is considered for the nominal linear system associated with the original one. A suboptimal state-feedback composite control for this problem is constructed using a singular perturbation technique. Employing this composite control(More)
—Recursive formulae for the terminal cost distribution in a scalar linear discrete-time system with noise corrupted measurements are obtained. The system is subject to a linear saturated control strategy. The initial state and the estimator error distributions are assumed to be known. An example, inspired by an interception problem, is presented.