RUS  ENG
Full version
JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2009 Volume 15, Number 4, Pages 183–194 (Mi timm435)

This article is cited in 11 papers

Minimax and viscosity solutions in optimization problems for hereditary systems

N. Yu. Lukoyanov

Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences

Abstract: 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

Keywords: optimal control, differential games, time-delay systems, Hamilton–Jacobi equations, minimax solution, viscosity solution.

UDC: 517.977

Received: 14.04.2009


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2010, 269, suppl. 1, S214–S225

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024