A LIMITING TRANSITION FROM PROBABILISTIC CONTROLS TO GUARANTEED CONTROLS FOR DISCRETE-CONTINUOUS PROBLEMS

The problems stated in [V. V. Tokarev. Avtomat. Telemekh., No. 8, 137- 144 (1994); V. V. Tokarev, Avtomat. Telemekh., No. 9, 148-155 (1994); I. V. Kicha and V. V. Tokarev, Avtomat. Telemekh.: No. 10, 143-150 (19 94)] for guaranteed and probabilistic planning with the subsequent on- line counteraction of perturbations are extended to cover additional c onditions qi the discreteness of a portion of the components of plans and perturbations. Ebr the generalized statements of the problems, the validity is established of the theorem in [I. V. Kicha and V. V. Toka rev, Avtomat. Telemekh., No. 10, 143-150 (1994)] for the limiting iden tity of the probabilistic and the guaranteed plan when the desired rel iability of the solution of the control problem tends to uni ty. A dis crete solution of a simple problem is analytically found which retains the same piecewise-linear character of the transition of the maximum probability estimate of the quality criterion to its maximum guarantee d limit as Me previous continuous solution.