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Properties of a function of a maximum with constraints
Авторы: Tolstonogov A.A.
Журнал: USSR Computational Mathematics and Mathematical Physics
Том: 10
Номер: 3
Год: 1970
Отчётный год: 1970
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DOI: 10.1016/0041-5553(70)90114-X
Аннотация: IN this paper we consider the properties of a function which assumes a maximum value at each point, with a region of control depending on the phase coordinates. The conditions under which the function is continuous and has a derivative in any direction at every point are explained. The form of this derivative is found. The properties of functions which assume a maximum value at every point are widely used in the development of numerical methods in problems of optimal control and in the theory of differential games. For functions of a maximum and a maximum with a constant region of control these properties are considered in [1-3]. In a number of practical cases the region of control depends on the phase coordinates. The question therefore arises of the properties of a function of a maximum with a region of control depending on the phase coordinates.
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