Abstract

We consider a multilevel defense system on a given direction. This is a particular model of terminal discrete optimal control that may be solved by the gradient descent method. The main difficulty is the nondifferentiability of the Lipschitzian functions in the right-hand sides of the equation of motion and their derivatives with respect to all variables, which leads to an ill-posed problem when applying the classical results on differentiability of the terminal function and constructing its gradient from the conjugate system. A method is proposed for the solution of the problem by averaging the right-hand sides in combination with the stochastic gradient projection method. The study develops Germeier's defense-attack model by allowing for a multilevel defense structure, which in general leads to the synthesis problem for a discrete optimal control system.

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