Closed-loop state feedback in linear problems of terminal control

We consider the optimal control problem for a linear discrete system with unknown limited disturbances, which must be transferred to a terminal set in a finite time, while providing a minimum guaranteed value of the terminal quality criterion. We discuss two approaches to constructing optimal feedbacks: the disconnectable feedback, which is determined through optimal guarantee programs, and the closed feedback based on optimal control strategies with closures. We discuss disadvantages of the first approach and propose an effective method of constructing optimal closed real-time feedback.