TITLE:
The Solution Classical Feedback Optimal Control Problem for m-Persons Differential Game with Imperfect Information
AUTHORS:
Jaykov Foukzon, Elena Men’kova, Alex Potapov
KEYWORDS:
Optimal Control; Bellman Equation
JOURNAL NAME:
Open Journal of Optimization,
Vol.2 No.1,
March
29,
2013
ABSTRACT: 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.