| | Journal of Applied Mathematics and Mechanics Russian Academy of Sciences | | Founded
in January 1936
(Translated from 1958)
Issued 6 times a year
ISSN 0021-8928 (print version) |
Archive of Issues
Total articles in the database: | | 10512 |
In Russian (ΟΜΜ): | | 9713
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In English (J. Appl. Math. Mech.): | | 799 |
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<< Previous article | Volume 75, Issue 3 / 2011 | Next article >> |
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 |
Link to Fulltext |
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