ИСТИНА

A problem of terminal control with linear dynamics and boundary-value problem at the right end of time interval is considered. The boundary-value problem is a problem of minimizing a sensitivity function, where the sensitivity function is determined using a parametric convex programming problem. The parameter is vector of right-hand sides in functional constraints. The problem is a two-level system of problems, one of which defines the sensitivity function, and the other forms the problem of minimizing this function on a convex closed set. The dynamic problem is reduced to the choice of control so that the right-hand end of the corresponding trajectory coincides with optimal solution in the problem of sensitivity function minimization. A method for solving this problem is proposed, and its convergence is proved.