On a construction of a partially non-anticipative multiselector and its applications to dynamic optimization problems

Dmitrii A. Serkov

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arXiv · 2305.00306

On a construction of a partially non-anticipative multiselector and its applications to dynamic optimization problems

Dmitrii A. Serkov

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Abstract

Let the sets of functions $Z$ and $\Omega$ be given on the time interval $T$, let there also be a multifunction (m/f) $\alpha$ acting from $\Omega$ to $Z$ and a finite set of moments $\Delta$ from $T$. The work deals with two questions: the first one is the connection between the possibility of stepwise construction (specified by $\Delta$) of a value $z$ of $\alpha(\omega)$ for an unknown step-by-step implemented argument $\omega\in\Omega$ and the existence of a multiselector $\beta$ of the m/f $\alpha$ with a non-anticipatory property of special kind defined by $\Delta$; and the second question is how to build the above $\beta$ for a given pair $(\alpha,\Delta)$. The consideration of these questions is motivated by the presence of similar step-by-step procedures in the differential game theory, for example, in the alternating integral method, in pursuit-evasion problems posed with use of counter-strategies, and in the method of guide control. It is shown that the step-by-step construction of the value $z\in\alpha(\omega)$ can be carried out for any in steps implemented argument $\omega$ if and only if the multiselector $\beta$ is non-empty-valued. In this case, the desired value $z$ can be selected from $\beta(\omega)$ in step-by-step procedure for any unknown in advance argument $\omega$. The key point of the work is the procedure for calculation the multiselector $\beta$, for which a constructive and finite-step description is given. Illustrative examples are considered that include, in particular, problems of a guaranteed result optimization under functional constraints on control and/or disturbance implementations.

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BibTeX RIS

Dmitrii A. Serkov. 2023-04-29. On a construction of a partially non-anticipative multiselector and its applications to dynamic optimization problems. https://arxiv.org/abs/2305.00306

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