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

Trudy Inst. Mat. i Mekh. UrO RAN, 1998 Volume 5, Pages 328–356 (Mi timm484)

This article is cited in 6 papers

Mathematical theory of optimal control and differential games

The universal asymptotic realization of integral constraints and constructions of extension in the class of finitely additive measures

A. G. Chentsov


Abstract: The problem of keeping integral constraints is considered. The correct extension of the initial problem is constructed. The space of generalized elements consists of finitely additive measures of bounded variation which are weakly absolutely continuous with respect to a given measure space. The asymptotic equivalence of many variants of perturbations of integral constraints is discussed in terms of admissible sets. Applications to control problems are considered.

UDC: 517.972.8

MSC: 49J27

Received: 04.12.1996



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