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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2009, Volume 15, Number 4, Pages 183–194
(Mi timm435)
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This article is cited in 11 scientific papers (total in 11 papers)
Minimax and viscosity solutions in optimization problems for hereditary systems
N. Yu. Lukoyanov Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences
Abstract:
For a dynamical system with discrete and distributed time delays, a control problem under disturbance or counteraction is considered. The problem is formalized in the context of the game-theoretical approach in the class of control strategies with memory. The problem is associated with a functional Hamilton–Jacobi type equation with coinvariant derivatives. The minimax and viscosity approaches to a generalized solution of this equation are discussed. It is shown that, under the same condition at the right endpoint, the minimax and viscosity solutions coincide, thereby uniquely defining the functional of optimal guaranteed result in the control problem
Keywords:
optimal control, differential games, time-delay systems, Hamilton–Jacobi equations, minimax solution, viscosity solution.
Received: 14.04.2009
Citation:
N. Yu. Lukoyanov, “Minimax and viscosity solutions in optimization problems for hereditary systems”, Trudy Inst. Mat. i Mekh. UrO RAN, 15, no. 4, 2009, 183–194; Proc. Steklov Inst. Math. (Suppl.), 269, suppl. 1 (2010), S214–S225
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https://www.mathnet.ru/eng/timm435 https://www.mathnet.ru/eng/timm/v15/i4/p183
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Abstract page: | 549 | Full-text PDF : | 187 | References: | 78 |
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