Please use this identifier to cite or link to this item: http://hdl.handle.net/10995/103168
Title: Non-anticipative strategies in guarantee optimization problems under functional constraints on disturbances
Authors: Gomoyunov, M. I.
Serkov, D. A.
Issue Date: 2020
Publisher: Udmurt State University
Citation: Gomoyunov M. I. Non-anticipative strategies in guarantee optimization problems under functional constraints on disturbances / M. I. Gomoyunov, D. A. Serkov. — DOI 10.35634/VM200402 // Vestnik Udmurtskogo Universiteta: Matematika, Mekhanika, Komp'yuternye Nauki. — 2020. — Vol. 30. — Iss. 4. — P. 533-571.
Abstract: For a dynamical system controlled under conditions of disturbances, a problem of optimizing the guaranteed result is considered. A feature of the problem is the presence of functional constraints on disturbances, under which, in general, the set of admissible disturbances is not closed with respect to the operation of "gluing up" of two of its elements. This circumstance does not allow to apply directly the methods developed within the differential games theory for studying the problem and, thus, leads to the necessity of modifying them appropriately. The paper provides a new notion of a non-anticipative control strategy. It is proved that the corresponding functional of the optimal guaranteed result satisfies the dynamic programming principle. As a consequence, so-called properties of u- and v-stability of this functional are established, which may allow, in the future, to obtain a constructive solution of the problem in the form of feedback (positional) controls. © 2020 Udmurt State University. All rights reserved.
Keywords: DYNAMIC PROGRAMMING PRINCIPLE
FUNCTIONAL CONSTRAINTS
GUARANTEE OPTIMIZATION
NON-ANTICIPATIVE STRATEGIES
URI: http://hdl.handle.net/10995/103168
Access: info:eu-repo/semantics/openAccess
SCOPUS ID: 85099316451
PURE ID: 20385054
ISSN: 19949197
DOI: 10.35634/VM200402
Appears in Collections:Научные публикации, проиндексированные в SCOPUS и WoS CC

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