On Optimal Control Problems for Dynamical Systems in Real Time

This paper is a review of the results on the real-time optimal control problem for linear systems obtained by the Minsk school by mathematical methods of optimal control. We consider optimal control problems for dynamical objects, their deterministic mathematical models and perfect measurements of states, objects with disturbances and imperfect measurements of the observed input and output signals, the problem of optimal decentralized control of groups of interconnected dynamical objects, and application of real-time optimal control problems and the control principle to solving stabilization problems.