| Abstract: | The paper deals with optimal control of the systems with a certain part of economic parameters not defined completely, namely, in terms of an interval of uncertainty b ± δ. The important idea of our approach is that optimal control should take into account data improvement. The approach implies the process of introducing new data which make cost estimates more precise. The process is described as a random and exogenous one and by its nature may be named a process with ‘independent decrements’ (of entropy). The stationary model of a dynamic system is developed; the system has the interval of uncertainty as its phase point. |
