GAME THEORY APPLICATIONS TO GUARANTEE OPTIMIZATION IN DYNAMICAL SYSTEMS WITH CONTROL DELAYS

Mikhail Gomoyunov (), Dmitri Kornev () and Nikolai Lukoyanov ()
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Mikhail Gomoyunov: Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences, S. Kovalevskaya str. 16, Ekaterinburg, 620990, Russia;
Dmitri Kornev: Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences, S. Kovalevskaya str. 16, Ekaterinburg, 620990, Russia;
Nikolai Lukoyanov: Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences, S. Kovalevskaya str. 16, Ekaterinburg, 620990, Russia;

International Game Theory Review (IGTR), 2014, vol. 16, issue 02, 1-19

Abstract: In this paper, a linear dynamical system controlled under the conditions of disturbances and with control delays is considered. The Euclidean norm of a set of the system motion deviations at given instants of time from given targets is minimized. Within the game-theoretical approach the problem of calculating the value of the optimal guaranteed result and constructing a positional (closed-loop) control law that ensures this result is posed. For this problem, a solution procedure based on the recurrent construction of upper convex hulls of auxiliary program functions is elaborated. Results of numerical simulations are given.

Keywords: Feedback control; differential games; control delays; dynamic programming; 49N35; 49N70; 49L20 (search for similar items in EconPapers)
JEL-codes: B4 C0 C6 C7 D5 D7 M2 (search for similar items in EconPapers)
Date: 2014
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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DOI: 10.1142/S0219198914400106

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