Optimal control under L_p-compact constraints on the disturbance

DOI10.20537/VM130307MaRDI QIDQ2932409zbMATHOpenAlexFDO

Authors Dmitriĭ A. Serkov

Publication date 1 December 2014

Published in Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1408.6372

zbMATH Keywords

lower gamestrategy with full memoryoptimal guarantee

Mathematics Subject Classification ID

Problems with incomplete information (optimization) (49N30) Control/observation systems governed by ordinary differential equations (93C15)

Abstract: The paper deals with the problem of optimization of a guaranteed (worst case) result for a control system described by an ordinary differential equation. The disturbances as functions of time are subject to functional constraints belonging to a given family of constraints. The latter family is known to the side that forms the control actions. The controlling side uses positional full-memory strategies and does not observe the disturbance. When the constraints family consists of $L_p$-compact sets the optimal guaranteed result is non-improvable in the sense that it coincides with that obtained in the class of quasi-strategies -- nonanticipatory transformations of disturbances into controls. In this paper for the effectiveness of implemented control algorithm an additional condition on the system and appropriate ways of constructing an optimal strategy are specified.

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(13)

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