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Mathematics and Mechanics

Russian Academy of Sciences
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in January 1936
(Translated from 1958)
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ISSN 0021-8928
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IssuesArchive of Issues2011-3pp.334-342

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V.Y.A. Dzhafarov and N.N. Subbotina, "The sufficient conditions for continuous ɛ-optimal feedbacks in control problems with a terminal cost," J. Appl. Math. Mech. 75 (3), 334-342 (2011)
Year 2011 Volume 75 Issue 3 Pages 334-342
Title The sufficient conditions for continuous ɛ-optimal feedbacks in control problems with a terminal cost
Author(s) V.Y.A. Dzhafarov (Ekaterinburg, Russia)
N.N. Subbotina (Ekaterinburg, Russia, subb@uran.ru)
Abstract The existence of continuous positional strategies of ε-optimal feedback is proved for linear optimal control problems with a convex terminal cost. These continuous feedbacks are determined from Bellman's equation in ε-perturbed control problems with an integral-terminal cost and a smooth value function. An example is given in which an ε-optimal continuous feedback does not exist. It is shown that the point limit of the ɛ-optimal feedbacks when ε→0 determines the optimal feedback, that is, a positional strategy and, possibly, a discontinuous strategy.
Received 02 July 2009
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