Disturbance neutralization principle for optimized dynamical systems

We suggest a concept of optimal control of dynamical systems with arbitrary unmodelable disturbances by synthesizing an ordinary and a generalized optimal control, which is obtained preliminarily for a model of the undisturbed dynamical system but is then used for the control of the actual perturbed dynamical system. By an example we illustrate how to construct a generalized optimal control and an approximate but arbitrarily accurate synthesis of the optimal control providing an arbitrary desired neutralization level of arbitrary unmodelable disturbances.