Pointwise stochastic control of nonlinear systems

MaRDI QIDQ5929633zbMATH OpenFDO

Authors T. A. Simonyan

Publication date 11 November 2001

Published in Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

zbMATH Keywords

differential gameminimum and maximal rules

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Review text

The authors consider a differential game governed by the system of differential equations \[ \dot x_k= f_k(t, x_k, u_k, v_k),\quad k= 1,\dots, m. \] Both minimum and maximal rules are formulated and proved. The paper goes along the line of the book ``Postioned differential games [Nauka, Moscow (1974; Zbl 0298.90067)] by \textit{N. N. Krasovskii} and \textit{A. I. Subbotin}.

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