ALGORITHM FOR SOLVING TWO-LEVEL HIERARCHICAL MINIMAX PROGRAM CONTROL PROBLEMIN NONLINEAR DISCRETE-TIME DYNAMICAL SYSTEM
Andrey F. Shorikov
This paper discusses the discrete-time dynamical system consisting
from two controlled objects and described by a nonlinear and
linear recurrent vector equations in the presence of uncertain
perturbations. For this dynamical system we propose a mathematical
formalization in the form of solving two-level hierarchical
minimax program control problem with incomplete information and
propose the algorithm that has a form of a recurrent procedure of
solving a linear programming and a finite optimization problems.