Hi Ivo,
in order to do this you select your ArbWaveform, put gen in Burst mode, select N-cycle, set cycle to one, and there will be "Idle level" setting which is what you are asking for.. Please, do yourself a favour, if you didn't already, download a manual and learn it well... These instruments are very powerful but complicated...
Also, DG1022Z has max output (at 50 Ohm) of 10V P-P.. High-Z will be more, but still no 30V... for voltages you are mentioning you would need a 2X or 3X wideband amplifier after AWG...
How fast do the edges have to be ? It seems to me that a programabile PSU like Rigol DP711 (30V/5A) or DG712 (50V/3A) would be a better fit for your purpose.. They have timer function to generate a number of voltage/current steps, and external trigger IN/OUT, and also RS232 for remote programming... They also measure output current, voltage and power...
There are plenty of these kinds of PSU from other manufacturers too..
Regards,
Sinisa