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

Trudy Inst. Mat. i Mekh. UrO RAN, 2015 Volume 21, Number 2, Pages 87–101 (Mi timm1173)

This article is cited in 8 papers

On a minimax control problem for a positional functional under geometric and integral constraints on control actions

D. V. Kornevab, N. Yu. Lukoyanovab

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

Abstract: Within the game-theoretical approach we consider a minimax feedback control problem for a linear dynamical system with a positional quality index in the form of the norm of motion deviations at given times from given target points. Control actions are subject to both geometric and integral constraints. A procedure for the approximate calculation of the optimal guaranteed result and for the construction of a control law that ensures the result is developed. The procedure is based on the recursive construction of upper convex hulls of auxiliary program functions. Results of numerical simulations are presented.

Keywords: minimax control, differential games, integral constraints, nonterminal payoff.

UDC: 517.977

Received: 01.02.2015


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2016, 293, suppl. 1, 85–100

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