Linear-state control problems and differential games: deterministic and stochastic systems

DOI10.1007/S10957-025-02657-WMaRDI QIDQ6995581zbMATH OpenFDO

Authors José E. Márquez-Prado, Onésimo Hernández-Lerma

Publication date 21 April 2025

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10957-025-02657-W

zbMATH Keywords

deterministic and stochastic differential gamesdeterministic and stochastic optimal controlfinite- and infinite-time horizonlinear-state systemsmaximum principle

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Differential games and control (49N70) Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20)

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