Конфликтно-управляемые процессы с терминальной функцией платы

摘要

A method for solving game-type control problems with a terminal payoff function is proposed. The main point of the method is that the resolvent function can be expressed in terms of the conjugate of the payoff function; then, using the involutive property of the conjugation operator for a convex closed function,one obtains a guaranteed estimate for the terminal value of the payoff function.