BSU Bulletin. Mathematics, Informatics
Bibliographic description:
MINIMAX PROBLEM OF PARAMETRIC OPTIMIZATION OF A LINEAR SYSTEM WITH AN INITIAL PERTURBATION // BSU Bulletin. Mathematics, Informatics. - 2023. №2. . - С. 42-48.
Title:
MINIMAX PROBLEM OF PARAMETRIC OPTIMIZATION OF A LINEAR SYSTEM WITH AN INITIAL PERTURBATION
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Annotation:
A linear system with control parameters in the right part and an indeter- minate initial perturbation is considered. The objective function is formulated as a positive linear combination of quadratic terms on a set of phase trajectories. A minimax problem is set in accordance with the principle of guaranteed results. The regularization of the problem is carried out: explicit conditions for the parameters of the linear combination are obtained, which provide the concave-convex structure of the objective function. This property opens up the possibility of an effective numerical solution of the minimax problem.
Keywords:
linear controlled system, initial perturbation, minimax problem, parametric regularization.
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