The Solution Classical Feedback Optimal Control Problem for m-Persons Differential Game with Imperfect Information

• 作者: Alex Potapov Elena Men’kova Jaykov Foukzon
• 来源期刊: 最优化(英文)
• 学科: 数学
• 关键词: OPTIMAL Control Bellman EQUATION
• 年，卷（期）: 2013,（1）
• 页码范围: 16-25
• 页数: 10页
• 分类号: O1

摘要

The paper presents a new approach to construct the Bellman function and optimal control directly by way of using strong large deviations principle for the solutions Colombeau-Ito’s SDE. The generic imperfect dynamic models of air-to-surface missiles are given in addition to the related simple guidance law. A four examples have been illustrated, corresponding numerical simulations have been illustrated and analyzed.