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UID:0-397@aerospace.technion.ac.il
DTSTART;TZID=Asia/Jerusalem:20180409T163000
DTEND;TZID=Asia/Jerusalem:20180409T173000
DTSTAMP:20230527T141149Z
URL:https://aerospace.technion.ac.il/events/solution-of-singular-different
ial-games-by-gradient-methods/
SUMMARY:Solution of Singular Differential Games by Gradient Methods
DESCRIPTION:Lecturer:Oleg Kelis\n Faculty:Department of Mathematics\n Insti
tute:University of Haifa\n Location:Classroom 165\, ground floor\, Library
\, Aerospace Eng.\n Zoom: \n Abstract: \n Details: \n In this study we foc
us on a zero-sum linear-quadratic differential game. One of the main feat
ures of such a game is that the weight matrix of the minimizer’s control
cost in the cost functional is singular. Due to this singularity\, the g
ame cannot be solved either by applying the Isaacs Min-Max principle\, [1
]\, or the Bellman-Isaacs equation approach\, [2]. In [3] such a game was
analyzed with so-called regularization approach in the case where the wei
ghting matrix of the minimizer’s control cost equals zero. In [4]\, the
game was studied and analyzed in which the weight matrix of the minimi
zer’s control cost has appropriate diagonal singular form also using t
he regularization approach. In the present work we introduce a slightly mo
re general case of the weight matrix of the minimizer’s control cost th
an in [4]. This means that only a part of coordinates of the minimizer’
s control is singular\, while the rest of coordinates are regular. As app
lication we introduce a pursuit-evasion differential game and we propose
two gradient methods\, the Arrow-Hurwicz-Uzawa and the Korpelevich method
s\, for solving this game. We present numerical illustrations demonstrati
ng the iterative procedures performances.\n
CATEGORIES:Seminars
LOCATION:Classroom 165\, ground floor\, Library\, Aerospace Eng.
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