On the unimprovability of full-memory strategies in problems of guaranteed result optimization

A problem of guaranteed result optimization is considered for a control system described by an ordinary differential equation and for a performance functional that depends continuously on the trajectory of the system. The values of the control and of the disturbance satisfy compact geometric constra...

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Published inProceedings of the Steklov Institute of Mathematics Vol. 291; no. Suppl 1; pp. 157 - 172
Main Author Serkov, D. A.
Format Journal Article
LanguageEnglish
Published Moscow Pleiades Publishing 01.12.2015
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ISSN0081-5438
1531-8605
DOI10.1134/S0081543815090114

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Abstract A problem of guaranteed result optimization is considered for a control system described by an ordinary differential equation and for a performance functional that depends continuously on the trajectory of the system. The values of the control and of the disturbance satisfy compact geometric constraints. It is also assumed that the realization of the disturbance is subject to an unknown functional constraint from a given set of constraints that are compact in a Lebesgue space. It is shown that the optimal guaranteed result in the class of full-memory strategies in this problem coincides with the value of the optimal guaranteed result in the class of quasi-strategies.
AbstractList A problem of guaranteed result optimization is considered for a control system described by an ordinary differential equation and for a performance functional that depends continuously on the trajectory of the system. The values of the control and of the disturbance satisfy compact geometric constraints. It is also assumed that the realization of the disturbance is subject to an unknown functional constraint from a given set of constraints that are compact in a Lebesgue space. It is shown that the optimal guaranteed result in the class of full-memory strategies in this problem coincides with the value of the optimal guaranteed result in the class of quasi-strategies.
Author Serkov, D. A.
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10.1007/978-1-4612-2568-3
10.1016/0021-8928(77)90021-1
10.1134/S1064562413030113
10.1016/0021-8928(77)90167-8
10.20537/vm130307
10.1142/9789814350921_0037
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Issue Suppl 1
Keywords functionally constrained disturbances
full-memory control strategies
optimal guaranteed result
quasi-strategies
Language English
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Mathematics and Statistics
Title On the unimprovability of full-memory strategies in problems of guaranteed result optimization
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