Upper Bounds of the Pursuer Control Based on a Linear-Quadratic Differential Game

Differential game formulations provide an adequate basis for a guidance law synthesis against highly maneuvering targets. This paper deals with a guidance law based on a linear-quadratic differential game formulation. This guidance law has many attractive properties: it is continuous, linear with respect to the state variables, and its gain coefficients can be precalculated offline. Nevertheless, due to the lack of hard control constraints in the formulation, the magnitude of the control can exceed the admissible level imposed by the nature of the problem. In this paper, the upper bound of the interceptor control is obtained depending on the system parameters and the penalty coefficients of the game performance index. It is shown that the interceptor can guarantee an arbitrarily small miss distance without exceeding the control constraints if it has sufficient maneuverability and if the penalty coefficients are chosen properly. By manipulating the penalty coefficients, it is possible to reduce significantly the maneuverability requirements compared to the case of zero interceptor penalty coefficient.     

Predictive guidance for systems with controllability indexn

A more general and complete predictive guidance problem is considered using optimal control theory. The optimal control law for interception and rendezvous is developed for a system with controllability indexn. The implementation scheme and the effect on miss distance due to errors in guidance are discussed. Finally, an example for a system with controllability index 4 is presented for an interceptor with damping ratio and natural frequency. The solution is presented in closed form.     

Problems of conflict control of high dimensionality functional systems

A minimax control problem with a performance index which is the sum of two terms is considered for a system with a delay. The first of these two terms in the Euclidean norm of the set of deviations of the motion of the system at specified instants of time from the stipulated objectives, while the second term is an integral-quadratic penalty which is imposed on the form of the control actions. The problem arises in a differential game. In this case, the history of the motion serves as the information for the strategies. A functional treatment of the control process in question is given which is based on an original prediction of the motion. A procedure for calculating the value of the game and for constructing minimax and maximun control strategies, which is convenient for numerical implementation, is obtained from this treatment and from the construction of hulls, convex upwards, of auxiliary functions from the method of stochastic program synthesis. The results of a numerical experiment are presented.     

On the Numerical Solution of Differential Games for Neutral-Type Linear Systems

The paper deals with a zero-sum differential game, in which the dynamics of a conflict-controlled system is described by linear functional differential equations of neutral type and the quality index is the sum of two terms: the first term evaluates the history of motion of the system realized up to the terminal time, and the second term is an integral–quadratic evaluation of the corresponding control realizations of the players. To calculate the value and construct optimal control laws in this differential game, we propose an approach based on solving a suitable auxiliary differential game, in which the motion of a conflict-controlled system is described by ordinary differential equations and the quality index evaluates the motion at the terminal time only. To find the value and the saddle point in the auxiliary differential game, we apply the so-called method of upper convex hulls, which leads to an effective solution in the case under consideration due to the specific structure of the quality index and the geometric constraints on the control actions of the players. The efficiency of the approach is illustrated by an example, and the results of numerical simulations are presented. The constructed optimal control laws are compared with the optimal control procedures with finitedimensional approximating guides, which were developed by the authors earlier.     

On one class of control problems under uncertainty

An approach to solving a control problem for a nonlinear dynamic system containing controlled and uncertain parameters with terminal performance functional is described. The parameters of the controlled process are such that the uncertainty vector dominates over the control vector. A game control in the class of counterstrategies is suggested such that the value of the functional depends on the realized uncertainty. The quality of a counterstrategy is estimated by comparing the values of the functional under the game control and under the optimal control. The results of calculating the control and values of the functional for test parameters of the model and of the class of uncertainties are presented.     

Robust State-Feedback Controllability of Linear Systems to a Hyperplane in a Class of Bounded Controls

The paper deals with a linear time-dependent dynamic system with scalar control and input uncertainty (disturbance). Two admissible classes of input uncertainty realizations are considered: the class of measurable bounded functions and the class of measurable quadratically integrable functions. The problem to be studied is the existence of a state feedback control with measurable bounded time realizations transferring the system to a given hyperplane (a target set) from any initial position in a prescribed time for any admissible input uncertainty realization. Necessary and sufficient conditions for the existence of such a control are derived, based on the explicit construction of this control by using an auxilary zero-sum linear-quadratic differential game with a cheap control for the minimizing player. Examples illustrting the theoritical results are presented.     

ALOHA networks: a game-theoretic approach

In this paper we consider a wireless network consisting of various nodes, where transmissions are regulated by the slotted ALOHA protocol. Nodes using the protocol behave autonomously, and decide at random whether to transmit in a particular time slot. Simultaneous transmissions by multiple nodes cause collisions, rendering the transmissions useless. Nodes can avoid collisions by cooperating, for example by exchanging control messages to coordinate their transmissions. We measure the network performance by the long-term average fraction of time slots in which a successful transmission takes place, and we are interested in how to allocate the performance gains obtained from cooperation among the nodes. To this end we define and analyze a cooperative ALOHA game. We show that this type of game is convex and we consider three solution concepts: the core, the Shapley value, and the compromise value. Furthermore, we develop a set of weighted gain splitting (WGS) allocation rules, and show that this set coincides with the core of the game. These WGS allocation rules can be used to provide an alternative characterization of the Shapley value. Finally, we analyze the sensitivity of the cooperative solution concepts with respect to changes in the wireless network.     

Control with a Guide in the Guarantee Optimization Problem under Functional Constraints on the Disturbance

A motion control problem for a dynamic system under disturbances is considered on a finite time interval. There are compact geometric constraints on the values of the control and disturbance. The equilibrium condition in the small game is not assumed. The aim of the control is to minimize a given terminal performance index. The guaranteed result optimization problem is posed in the context of the game-theoretical approach. In the case when realizations of the disturbance belong to some a priori unknown compact subset of L₁ (the space of functions that are Lebesgue summable with the norm), we propose a new discrete-time control procedure with a guide. The proximity between the motions of the system and the guide is provided by the dynamic reconstruction of the disturbance. The quality of the control process is achieved by using an optimal counter-strategy in the guide. Conditions on the equations of motion under which this procedure ensures an optimal guaranteed result in the class of quasi-strategies are given. The scheme of the proof makes it possible to estimate the deviation of the realized value of the performance index from the value of the optimal result depending on the discretization parameter. Illustrative examples are given.     

Existence of a Value and a Saddle Point in Positional Differential Games for Neutral-Type Systems

For a conflict-controlled dynamical system described by functional differential equations of neutral type in Hale’s form, we consider a differential game with a performance index that estimates the motion history realized up to the terminal time and includes an integral estimation of realizations of the players’ controls. The game is formalized in the class of pure positional strategies. The main result is the proof of the existence of a value and a saddle point in this game.     

Control of an aircraft landing in windshear

The problem of the feedback control of an aircraft landing in the presence of windshear is considered. The landing process is investigated up to the time when the runway threshold is reached. It is assumed that the bounds on the wind velocity deviations from some nominal values are known, while information about the windshear location and wind velocity distribution in the windshear zone is absent. The methods of differential game theory are employed for the control synthesis.The complete system of aircraft dynamic equations is linearized with respect to the nominal motion. The resulting linear system is decomposed into subsystems describing the vertical (longitudinal) motion and lateral motion. For each subsystem, an, auxiliary antagonistic differential game with fixed terminal time and convex payoff function depending on two components of the state vector is formulated. For the longitudinal motion, these components are the vertical deviation of the aircraft from the glide path and its time derivative; for the lateral motion, these components are the lateral deviation and its time derivative. The first player (pilot) chooses the control variables so as to minimize the payoff function; the interest of the second player (nature) in choosing the wind disturbance is just opposite.The linear differential games are solved on a digital computer with the help of corresponding numerical methods. In particular, the optimal (minimax) strategy is obtained for the first player. The optimal control is specified by means of switch surfaces having a simple structure. The minimax control designed via the auxiliary differential game problems is employed in connection with the complete nonlinear system of dynamical equations.The aircraft flight through the wind downburst zone is simulated, and three different downburst models are used. The aircraft trajectories obtained via the minimax control are essentially better than those obtained by traditional autopilot methods.     

Analysis of decision-making in economic chaos control

In some economic chaotic systems, players are concerned about whether their performance is improved besides taking some methods to control chaos. In the face of chaos occurring in competition, whether one player takes controlling measures or not affects not only their own earning but also other opponents’ income. An output duopoly competing evolution model with bounded rationality is introduced in this paper. Using modern game theory, decision-making analyses about chaos control of the model are taken by taking aggregate profits as players’ payoff. It is found that the speed of players’ response to the market and whether the decisive parameters are in the stable region of the Nash equilibrium or not have a distinct influence on the results of the game. The impact of cost function’ type on results of the game is also found. The mechanism of influences is discovered by using numerical simulation.     

截击机机载武器装备最优规划的遗传算法研究

机载武器的合理配置是飞机作战效能得以充分发挥的前提条件.本文给出了截击机拦截多目标时的效能评估指标及其与机载武器系统之间的关系模型,并以遗传算法确定了截击机作战效能与武器装备及相关飞行参数的量化关系.经过仿真计算成功地解决了截击机在一定作战条件下,效能指标达到最大时武器装备的最优规划问题.     

Existence of optimal open-loop strategies for a class of differential games

In this paper, the class of differential games with linear system equations and a quadratic performance index is investigated for saddlepoint solutions when one or both of the players use open-loop control. For each formulation of the game, a necessary and sufficient condition is obtained for the existence of an optimal strategy pair that generates a regular optimal path. For those cases where a solution exists, the unique saddle-point solution is presented. Also, relationships are established between the time intervals of existence of solutions for the various formulations of the game.This research was supported by the National Science Foundation, Grant No. GK-3341.     

Stochastic Differential Games with Multiple Modes and a Small Parameter

Abstract

Two persons stochastic differential games with multiple modes where the system is driven by a wideband noise is considered. The state of the system at time t is given by a pair (x ^ε(t), θ^ε(t)), where θ^ε(t) takes values in S = {1, 2,…, N} and ε is a small parameter. The discrete component θ^ε(t) describes various modes of the system. The continuous component x ^ε(t) is governed by a “controlled process” with drift vector which depends on the discrete component θ^ε (t). Thus, the state of the system, x ^ε(t), switches from one random path to another at random times as the mode θ^ε(t) changes. The discrete component θ^ε (t) is a “controlled Markov chain” with transition rate matrix depending on the continuous component. Both zero-sum and nonzero-sum games will be considered. In a zero-sum game, player I is trying to maximize certain expected payoff over his/her admissible strategies, where as player II is trying to minimize the same over his/her admissible strategies. This kind of game typically occurs in a pursuit-evation problem where an interceptor tries to destroy a specific target. Due to swift manuaring of the evador and the corresponding reaction by the interceptor, the trajectory keep switching rapidly at random times. We will show that the process (x ^ε(t), θ^ε(t)) converges to a process whose evolution is given by a “controlled diffusion process” with switching random paths. We will also establish the existence of randomized δ -optimal strategies for both players.     

时滞系统在博弈中的应用研究

演化博弈理论解决策略均衡问题是目前比较认可的好方法.对于博弈方的经验行为,还未曾研究.本文以非对称2×2的博弈问题为研究对象,建立起带有时滞的博弈系统,通过动力学相关知识,分别研究了两类系统下博弈参与者策略的稳定状态.数值模拟分析了延时给决策带来的影响.实验表明,时滞作用不改变策略的稳定状态,改变的仅是达到稳态的速率.     

The problem of conflicting control with mixed constraints

The control problem for a linear dynamical system is considered at a minimax of the terminal quality index. Feasible controls are simultaneously restricted by geometrical constraints and by integrated momentum constraints, the latter being thought of as a store of control resources. The problem is formalized as a differential game [1–4] using concepts [5–8] developed at Ekaterinburg. Here, because of the geometrical constraints, the momentum formulation and its associated difficulties [2–4] do not appear. On the other hand the presence of the integral restrictions leads to the appearance of additional variables whose evolution describes the dynamics of the expenditure of the control resources. These variables are subject to phase restrictions, which is a peculiarity of the problem. A reasonably informative picture and a class of strategies for which the given game has a value and a saddle point are given. A constructive method for computing the value function of the game and constructing optimal strategies is presented. This method is conceptually related to the construction of a stochastic programming synthesis [5] and is based on the recursive construction of upper-convex envelopes for certain auxiliary functions. The possibility of exchanging the minimum and maximum operations over the resource parameters when calculating the value of the game using these procedure is established.     

On a class of differential games without saddle-point solutions

The minimax solution of a linear regulator problem is considered. A model representing a game situation in which the first player controls the dynamic system and selects a suitable, minimax control strategy, while the second player selects the aim of the game, is formulated. In general, the resulting differential game does not possess a saddle-point solution. Hence, the minimax solution for the player controlling the dynamic system is sought and obtained by modifying the performance criterion in such a way that (a) the minimax strategy remains unchanged and (b) the modified game possesses a saddle-point solution. The modification is achieved by introducing a regularization procedure which is a generalization of the method used in an earlier paper on the quadratic minimax problem. A numerical algorithm for determining the nonlinear minimax strategy in feedback form, in which Pagurek's result on open-loop and closed-loop sensitivity is used to nontrivially simplify the computational aspects of the problem, is presented and applied on a simple example.     

Differential inclusions with unbounded right-hand side: Existence and relaxation theorems

For a conflict-controlled dynamical system whose motion is described by neutraltype functional differential equations in Hale’s form and for a quality index that evaluates the motion history realized up to the terminal instant of time, we consider a differential game in the class of control-with-guide strategies. We construct an approximating differential game in the class of pure positional strategies in which the motion of a conflict-controlled system is described by ordinary differential equations and the quality index is terminal. We show that the value of the approximating game gives the value of the original game in the limit, and that the optimal strategies in the original game can be constructed by using the optimal motions of the approximating game as guides.     

On Applied Nonlinear and Bilevel Programming or Pursuit-Evasion Games

Motivated by the benefits of discretization in optimal control problems, we consider the possibility of discretizing pursuit-evasion games. Two approaches are introduced. In the first approach, the solution of the necessary conditions of the continuous-time game is decomposed into ordinary optimal control problems that can be solved using discretization and nonlinear programming techniques. In the second approach, the game is discretized and transformed into a bilevel programming problem, which is solved using a first-order feasible direction method. Although the starting points of the approaches are different, they lead in practice to the same solution algorithm. We demonstrate the usability of the discretization by solving some open-loop representations of feedback solutions for a complex pursuit-evasion game between a realistically modeled aircraft and a missile, with terminal time as the payoff. The solutions are compared with those obtained via an indirect method.     

The solution of evolutionary games using the theory of Hamilton-Jacobi equations

A dynamical model of a non-antagonistic evolutionary game for two coalitions is considered. The model features an infinite time span and discounted payoff functionals. A solution is presented using differential game theory. The solution is based on the construction of a value function for auxiliary antagonistic differential games and uses an approximate grid scheme from the theory of generalized solutions of the Hamilton-Jacobi equations. Together with the value functions the optimal guaranteeing procedures for control on the grid are computed and the Nash dynamic equilibrium is constructed. The behaviour of trajectories generated by the guaranteeing controls is investigated. Examples are given.