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Minimization of Degenerate Integral Quadratic Functionals
A. V. Dmitrukab, N. A. Manuilovichb a Central Economics and Mathematics Institute of the Russian Academy of Sciences, Moscow
b Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
We present a method for finding the infimum of a degenerate integral quadratic functional by passing from a given functional to another quadratic functional that is nondegenerate with respect to some new control. The minimum point of the latter can be found by a standard procedure. This point corresponds to a minimizing sequence for the original functional. The advantage of this method over the well-known regularization method (addition of a small nondegenerate term) is that the latter requires solving a parametric series of problems with a vanishingly small additional term, while our method deals with a single problem.
Received: March 31, 2021 Revised: July 19, 2021 Accepted: July 22, 2021
Citation:
A. V. Dmitruk, N. A. Manuilovich, “Minimization of Degenerate Integral Quadratic Functionals”, Optimal Control and Differential Games, Collected papers, Trudy Mat. Inst. Steklova, 315, Steklov Math. Inst., Moscow, 2021, 108–127; Proc. Steklov Inst. Math., 315 (2021), 98–117
Linking options:
https://www.mathnet.ru/eng/tm4236https://doi.org/10.4213/tm4236 https://www.mathnet.ru/eng/tm/v315/p108
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