Viscosity Solution of Bellman-Isaacs Equation Arising in Non-linear Uncertain Object Control
The problem of optimal control for a class of non-linear objects with uncontrolled bounded disturbances is formulated in the sense of a differential game. In case of problems with quadratic quality functional, the problem of optimal control search is reduced to finding of solution of Hamilton-Jacobi-Isaacs equation. Solutions of this equation at the rate of functioning of the object are searched by means of special algorithmic procedures obtained with the use of viscosity solution theory. The obtained results may be used for solving of theoretical and applied problems of mathematics, mechanics, physics, biology, chemistry, engineering, control and navigation. This work (research grant No 14-01-0112) was supported by The National Research University Higher School of Economics’ Acad. Fund Program.
Mathematical models of nonlinear systems of a certain class allow them represented as linear systems with nonlinear state feedback. In other words, let make the appropriate coordinate transformation of the original dynamic model. Such a transformation, using Lyapunov functions, a number of studies used to determine the parameters of regulators to ensure the asymptotic stability properties of the nonlinear system, ie guaranteeing bounded trajectories emanating from the initial states of the system. For linear systems, there is a powerful and convenient mathematical apparatus allows the synthesis of optimal controls, but this unit is not applicable or partially applicable for nonlinear systems. Unlike prior work in this paper for nonlinear systems linearizable feedback as in the synthesis of optimal control problems with quadratic performance applied the method based on the use of the Riccati equation with parameters depending on the state.
We study the structure of optimal customer acquisition and customer retention strategies as a differential game over an inﬁnite horizon in an industry with a large number of non-atomic ﬁrms. The optimal retention effort is constant over time and the optimal acquisition effort is proportional to the size of potential customer base. Greater customer proﬁtability leads to higher per- capita acquisition and retention efforts, larger size of ﬁrms, and lower churn rate. A greater discount rate leads to lower per-capita acquisition and retention efforts, smaller ﬁrm size, and a greater churn rate. Tougher competition lowers the ﬁrms’ acquisition and retention expenditures and it does not affect per-capita values. Both the churn rate and the share of acquisition expenditures in the total marketing budget decrease as ﬁrms grow over time. We revisit the concepts of the customer lifetime value (CLV) and the value of the ﬁrm in the dynamic equilibrium of an industry with a large number of players and demonstrate the equivalence between maximization of the value of the ﬁrm and maximization of a ﬁrm’s individual CLV.
In the present paper the game theory is applied to an important open question in economics: providing microfoundations for often-used types of production function. Simple differential games of bargaining are proposed to model a behavior of workers and capital-owners in processes of formation of a set of admissible factor prices or participants’ weights (moral-ethical assessments). These games result, correspondingly, in a factor price curve and a weight curve – structures dual to production function. Ultimately, under constant bargaining powers of the participants, the Cobb-Douglas production function is received.
This volume is dedicated to the 80th anniversary of academician V. M. Matrosov. The book contains reviews and original articles, which address the issues of development of the method of vector Lyapunov functions, questions of stability and stabilization control in mechanical systems, stability in differential games, the study of systems with multirate time and other. Articles prepared specially for this edition.
The problem of optimal control for a class of nonlinear objects with uncontrolled bounded disturbances is formulated in the key of differential game. For problems with a quadratic quality functional task of searching for the optimal control reduces the need to find solutions to the scalar partial differential equation Hamilton-Jacobi-Isaacs. Finding solutions to this equation in the operation rate of the object by means of special algorithmic procedures obtained by using the theory of viscous solutions. The results can be used to solve theoretical and practical problems that occur in mathematics, mechanics, physics, biology, chemistry, engineering sciences, control and navigation.
Let k be a field of characteristic zero, let G be a connected reductive algebraic group over k and let g be its Lie algebra. Let k(G), respectively, k(g), be the field of k- rational functions on G, respectively, g. The conjugation action of G on itself induces the adjoint action of G on g. We investigate the question whether or not the field extensions k(G)/k(G)^G and k(g)/k(g)^G are purely transcendental. We show that the answer is the same for k(G)/k(G)^G and k(g)/k(g)^G, and reduce the problem to the case where G is simple. For simple groups we show that the answer is positive if G is split of type A_n or C_n, and negative for groups of other types, except possibly G_2. A key ingredient in the proof of the negative result is a recent formula for the unramified Brauer group of a homogeneous space with connected stabilizers. As a byproduct of our investigation we give an affirmative answer to a question of Grothendieck about the existence of a rational section of the categorical quotient morphism for the conjugating action of G on itself.
This proceedings publication is a compilation of selected contributions from the “Third International Conference on the Dynamics of Information Systems” which took place at the University of Florida, Gainesville, February 16–18, 2011. The purpose of this conference was to bring together scientists and engineers from industry, government, and academia in order to exchange new discoveries and results in a broad range of topics relevant to the theory and practice of dynamics of information systems. Dynamics of Information Systems: Mathematical Foundation presents state-of-the art research and is intended for graduate students and researchers interested in some of the most recent discoveries in information theory and dynamical systems. Scientists in other disciplines may also benefit from the applications of new developments to their own area of study.
Let G be a connected semisimple algebraic group over an algebraically closed field k. In 1965 Steinberg proved that if G is simply connected, then in G there exists a closed irreducible cross-section of the set of closures of regular conjugacy classes. We prove that in arbitrary G such a cross-section exists if and only if the universal covering isogeny Ĝ → G is bijective; this answers Grothendieck's question cited in the epigraph. In particular, for char k = 0, the converse to Steinberg's theorem holds. The existence of a cross-section in G implies, at least for char k = 0, that the algebra k[G]G of class functions on G is generated by rk G elements. We describe, for arbitrary G, a minimal generating set of k[G]G and that of the representation ring of G and answer two Grothendieck's questions on constructing generating sets of k[G]G. We prove the existence of a rational (i.e., local) section of the quotient morphism for arbitrary G and the existence of a rational cross-section in G (for char k = 0, this has been proved earlier); this answers the other question cited in the epigraph. We also prove that the existence of a rational section is equivalent to the existence of a rational W-equivariant map T- - - >G/T where T is a maximal torus of G and W the Weyl group.