Minimax and viscosity solutions in optimization problems for hereditary systems

被引:0
|
作者
Lukoyanov, N. Yu. [1 ,2 ]
机构
[1] Russian Acad Sci, Inst Math & Mech, Ural Branch, Phys Mat Sci, Moscow, Russia
[2] Russian Acad Sci, Inst Math & Mech, Ural Branch, Moscow, Russia
来源
TRUDY INSTITUTA MATEMATIKI I MEKHANIKI URO RAN | 2009年 / 15卷 / 04期
关键词
optimal control; differential games; time-delay systems; Hamilton-Jacobi equations; minimax solution; viscosity solution;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.
引用
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页码:183 / 194
页数:12
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