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Chaos May Be an Optimal Plan

M. Papageorgiou
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M. Papageorgiou: Technical University of Crete

Journal of Optimization Theory and Applications, 2003, vol. 119, issue 2, No 9, 387-393

Abstract: Abstract An interpretation of some chaotic systems as the result of optimal decisions is presented. First, a generalized discrete-time two-person game is introduced that may be solved by use of dynamic programming. Then, a specific game of this type is formulated whose optimal solution transforms an originally linear discrete-time system into a well-known discrete-time chaotic system. Finally, a particular continuous-time optimal control problem is formulated, whose optimal feedback solution transforms an originally linear continuous-time system into a well-known continuous-time chaotic system.

Keywords: Optimal control; chaotic systems; dynamic programming (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1023/B:JOTA.0000005452.22744.66

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