Abstract:
We study the properties of multivalued mappings of general form with respect to the possibility of finding their nonanticipating selections. The property of nonanticipation is formulated for an arbitrary domain by specifying some family of “test” subsets. Sufficient conditions for the existence of a nonanticipating selection of a nonanticipating multivalued mapping are proposed: the values of the mapping must be nonempty compact sets, and the family of “test” subsets must be totally ordered with respect to inclusion. We illustrate the results by showing their applicability to the pursuit–evasion differential game in the form of P. Varaya and J. Lin.
This work was supported by the Presidium of the Russian Academy of Sciences within the project “Newest Methods of Mathematical Modeling in the Study of Nonlinear Dynamic Systems.”
Citation:
D. A. Serkov, A. G. Chentsov, “On the Construction of a Nonanticipating Selection of a Multivalued Mapping”, Trudy Inst. Mat. i Mekh. UrO RAN, 25, no. 3, 2019, 232–246; Proc. Steklov Inst. Math. (Suppl.), 309, suppl. 1 (2020), S125–S138
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\by D.~A.~Serkov, A.~G.~Chentsov
\paper On the Construction of a Nonanticipating Selection of a Multivalued Mapping
\serial Trudy Inst. Mat. i Mekh. UrO RAN
\yr 2019
\vol 25
\issue 3
\pages 232--246
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\jour Proc. Steklov Inst. Math. (Suppl.)
\yr 2020
\vol 309
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\pages S125--S138
\crossref{https://doi.org/10.1134/S008154382004015X}
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Linking options:
https://www.mathnet.ru/eng/timm1661
https://www.mathnet.ru/eng/timm/v25/i3/p232
This publication is cited in the following 1 articles:
D. A. Serkov, “On the construction of partially non-anticipative multiselector and its application to dynamic optimization problems”, Vestn. Udmurtsk. un-ta. Matem. Mekh. Kompyut. nauki, 34:3 (2024), 410–434