On synthesis in a differential game
type: Item
instance of: scholarly article
title: On synthesis in a differential game
zbMATH Open document ID: 0628.90105
DOI: 10.1016/0021-8928(86)90075-4
published in: Journal of Applied Mathematics and Mechanics
publication date: 1986-01-01T00:00:00Z
review text: The control problem is considered with minimization of the guaranteed result for a system described by an ordinary differential equation in the presence of uncontrolled noise. It is shown that, when forming the optimal control by the method of programmed stochastic synthesis, the exremal shift at the accompanying point can be reduced to extremal shift against the gradient of the appropriate function. This explains the connection between the programmed stochastic synthesis and the generalized Hamilton-Jacobi equation in the theory of differential games.
Mathematics Subject Classification ID: 91A23
zbMATH DE Number: 4023071
zbMATH Keywords: minimization of the guaranteed result
zbMATH Keywords: ordinary differential equation
zbMATH Keywords: uncontrolled noise
zbMATH Keywords: programmed stochastic synthesis
zbMATH Keywords: generalized Hamilton-Jacobi equation
author: N. N. Krasovskii
MaRDI profile type: Publication
full work available at URL: 0021-8928(86)90075-4
OpenAlex ID: W2070402873
cites work: Q3222081
cites work: Q4745645
cites work: Properties of a differential game's potential
cites work: Q3720339
description: scientific article; zbMATH DE number 4023071