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The design of an artificial neural network (ANN) based sub-optimal controller to solve the finite-horizon optimization problem for a class of systems with uncertainties is the main outcome of this study. The optimization problem considers a convex performance index in the Bolza form. The dynamic uncertain restriction is considered as a linear system affected by modeling uncertainties, as well as by external bounded perturbations. The proposed controller implements a min-max approach based on the dynamic neural programming approximate s
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