Non-anticipative strategies in guarantee optimization problems under functional constraints on disturbances

DOI10.35634/vm200402zbMath1479.49085OpenAlexW3113512171MaRDI QIDQ4986772

Mikhail Gomoyunov, Dmitriy Serkov

Publication date: 28 April 2021

Published in: Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/vuu741

zbMATH Keywords

functional constraintsdynamic programming principleguarantee optimizationnon-anticipative strategies

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Control/observation systems governed by ordinary differential equations (93C15)

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