\(S\)-procedure for nonlinear ordinary differential equations with a stochastically distributed initial value (Q1921660)
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scientific article; zbMATH DE number 923014
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| English | \(S\)-procedure for nonlinear ordinary differential equations with a stochastically distributed initial value |
scientific article; zbMATH DE number 923014 |
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\(S\)-procedure for nonlinear ordinary differential equations with a stochastically distributed initial value (English)
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30 October 1996
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The authors prove the applicability of the so-called \(S\)-procedure to control systems described by nonlinear differential equations on a finite time interval. The \(S\)-procedure allows one to reduce a problem with constraints to a dual-minimax problem.
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\(S\)-procedure
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nonlinear
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dual-minimax problem
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0.7385382652282715
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0.7213646173477173
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0.7185527682304382
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0.716156005859375
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