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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2014 Volume 20, Number 1, Pages 68–82 (Mi timm1030)

This article is cited in 7 papers

On the stability of a procedure for solving a minimax control problem for a positional functional

M. I. Gomoyunova, N. Yu. Lukoyanovab

a Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences
b Ural Federal University named after the First President of Russia B. N. Yeltsin

Abstract: We consider a minimax feedback control problem for a linear dynamic system with a positional quality criterion, which is the norm of the family of deviations of the motion from given target points at given times. The problem is formalized as a positional differential game. A procedure for calculating the value of the game based on the backward construction of upper convex hulls of auxiliary program functions is studied. We also study a method of generating a minimax control law based on this procedure and on the extremal shift principle. The stability of the proposed resolving constructions with respect to computational and informational noises is proved.

Keywords: optimal control, differential games, stability.

UDC: 517.977

Received: 26.09.2013


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2015, 288, suppl. 1, 54–69

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