OPTIMAL CONTROL USING PONTRYAGIN'S MAXIMUM PRINCIPLE IN A LINEAR QUADRATIC DIFFERENTIAL GAME

Autor:	Gafurjan Ibragimov, Marzieh Khakestari, Mohamed Suleiman
Rok vydání:	2012
Předmět:	Mathematical optimization Maximum principle Ordinary differential equation Linear quadratic differential game Linear quadratic Optimal control Hamiltonian (control theory) Mathematics Pontryagin's minimum principle
Zdroj:	International Journal of Modern Physics: Conference Series. :543-551
ISSN:	2010-1945
Popis:	This paper deals with a class of two person zero-sum linear quadratic differential games, where the control functions for both players subject to integral constraints. Also the necessary conditions of the Maximum Principle are studied. Main objective in this work is to obtain optimal control by using method of Pontryagin's Maximum Principle. This method for a time-varying linear quadratic differential game is described. Finally, we discuss about an example.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::dd5968ef3638c48e76ed6243fbb02586 https://doi.org/10.1142/s2010194512005648 Zobrazit plný text záznamu