Differential Games for Fractional-Order Systems: Hamilton–Jacobi–Bellman–Isaacs Equation and Optimal Feedback Strategies
Abstract
:1. Introduction
2. Notation
3. Dynamical System of Fractional Order and Cost Functional
4. Value Functional
5. Positional Strategies
6. Hamilton–Jacobi–Bellman–Isaacs Equation
7. Optimal Positional Strategies in the Smooth Case
8. Minimax Solution
- (i)
- For any , any , any , and any , there exists a function such that
- (ii)
- For any , any , any , and any , there exists a function such that
- (a)
- For any , the functional is nonnegative, and the estimate holds for every when , ;
- (b)
- For any and any , , the function , , is Lipschitz continuous, and, for a.e. ,
- (c)
- If and , satisfy the equality , then
- (d)
- For any and any , there is such that, given and , meeting the conditions and , the inequality is valid.
9. Optimal Positional Strategies in a General Case
10. Conclusions
Funding
Institutional Review Board Statement
Informed Consent Statement
Data Availability Statement
Conflicts of Interest
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Gomoyunov, M.I. Differential Games for Fractional-Order Systems: Hamilton–Jacobi–Bellman–Isaacs Equation and Optimal Feedback Strategies. Mathematics 2021, 9, 1667. https://doi.org/10.3390/math9141667
Gomoyunov MI. Differential Games for Fractional-Order Systems: Hamilton–Jacobi–Bellman–Isaacs Equation and Optimal Feedback Strategies. Mathematics. 2021; 9(14):1667. https://doi.org/10.3390/math9141667
Chicago/Turabian StyleGomoyunov, Mikhail I. 2021. "Differential Games for Fractional-Order Systems: Hamilton–Jacobi–Bellman–Isaacs Equation and Optimal Feedback Strategies" Mathematics 9, no. 14: 1667. https://doi.org/10.3390/math9141667
APA StyleGomoyunov, M. I. (2021). Differential Games for Fractional-Order Systems: Hamilton–Jacobi–Bellman–Isaacs Equation and Optimal Feedback Strategies. Mathematics, 9(14), 1667. https://doi.org/10.3390/math9141667