Open AccessNon-anticipative strategies in guarantee optimization problems under functional constraints on disturbances
Author(s) -
Mikhail Gomoyunov,
D.A. Serkov
Publication year - 2020
Publication title -
vestnik udmurtskogo universiteta. matematika, mehanika, kompʹûternye nauki
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.354
H-Index - 8
eISSN - 2076-5959
pISSN - 1994-9197
DOI - 10.35634/vm200402
Subject(s) - constructive , set (abstract data type) , mathematical optimization , stability (learning theory) , computer science , feature (linguistics) , differential (mechanical device) , differential inclusion , mathematics , process (computing) , linguistics , philosophy , machine learning , engineering , programming language , aerospace engineering , operating system
For a dynamical system controlled under conditions of disturbances, a problem of optimizing the guaranteed result is considered. A feature of the problem is the presence of functional constraints on disturbances, under which, in general, the set of admissible disturbances is not closed with respect to the operation of “gluing up” of two of its elements. This circumstance does not allow to apply directly the methods developed within the differential games theory for studying the problem and, thus, leads to the necessity of modifying them appropriately. The paper provides a new notion of a non-anticipative control strategy. It is proved that the corresponding functional of the optimal guaranteed result satisfies the dynamic programming principle. As a consequence, so-called properties of $u$- and $v$-stability of this functional are established, which may allow, in the future, to obtain a constructive solution of the problem in the form of feedback (positional) controls.