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

Trudy Inst. Mat. i Mekh. UrO RAN, 1998 Volume 5, Pages 267–276 (Mi timm480)

Mathematical theory of optimal control and differential games

On the separation property in a priori problems of ensured control and estimation. Operator formalization

S. V. Kruglikov


Abstract: In a priori problems of optimal ensured control-estimation with the extremal quality criterion, formalization of the separation property is considered on the basis of simmetrized operator representation in Hilbert spaces. Sufficient conditions, in the form of operator equations, are presented, for the separation property to hold. Some weaker property, which is an analog of certainty equivalence is also considered.

UDC: 517.977.5

MSC: 93C41

Received: 27.03.1997



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