On a construction of a partially non-anticipative multiselector and its applications to dynamic optimization problems

arXiv2305.00306MaRDI QIDQ6434769FDOQ6434769

Authors: Dmitriĭ A. Serkov 

Publication date: 29 April 2023

Abstract: Let the sets of functions $Z$ and $Omega$ be given on the time interval $T$, let there also be a multifunction (m/f) $alpha$ acting from $Omega$ to $Z$ and a finite set of moments $Delta$ from $T$. The work deals with two questions: the first one is the connection between the possibility of stepwise construction (specified by $Delta$) of a value $z$ of $alpha(omega)$ for an unknown step-by-step implemented argument $omegainOmega$ and the existence of a multiselector $$ of the m/f $alpha$ with a non-anticipatory property of special kind defined by $Delta$; and the second question is how to build the above $$ for a given pair $(alpha,Delta)$. The consideration of these questions is motivated by the presence of similar step-by-step procedures in the differential game theory, for example, in the alternating integral method, in pursuit-evasion problems posed with use of counter-strategies, and in the method of guide control. It is shown that the step-by-step construction of the value $zinalpha(omega)$ can be carried out for any in steps implemented argument $omega$ if and only if the multiselector $$ is non-empty-valued. In this case, the desired value $z$ can be selected from $$ in step-by-step procedure for any unknown in advance argument $omega$. The key point of the work is the procedure for calculation the multiselector $$, for which a constructive and finite-step description is given. Illustrative examples are considered that include, in particular, problems of a guaranteed result optimization under functional constraints on control and/or disturbance implementations.

Mathematics Subject Classification ID

Differential games and control (49N70) Pursuit and evasion games (49N75) Problems with incomplete information (optimization) (49N30) Control/observation systems with incomplete information (93C41)

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