Bellman functions in the optimization of dynamic systems under uncertainty

MaRDI QIDQ1086830zbMATH OpenFDO

Authors È. N. Simakova

Publication date 1986

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

sufficient optimality conditionsBellman's equationBellman's functiondynamic systems under uncertainty

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Game theory (91A99) Optimality conditions for problems involving ordinary differential equations (49K15) Dynamic programming in optimal control and differential games (49L20) Positional games (pursuit and evasion, etc.) (91A24)

Recommendations

• The Bellman function and optimal synthesis in control problems with nonsmooth constraints
• Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion
• Properties of the Bellman function in time-optimal control problems
• Bellman systems with mean field dependent dynamics
• On Bellman's approach to optimal control theory
• scientific article; zbMATH DE number 5049458
• The Bellman equation for constrained deterministic optimal control problems
• Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion
• scientific article; zbMATH DE number 1751737
• Bellman equations for scalar linear convex stochastic control problems

Cited in

(4)

• Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function
• Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion
• The game of two identical cars: an analytical description of the barrier
• Bellman Function for Extremal Problems in BMO II: Evolution

This page was built for publication: Bellman functions in the optimization of dynamic systems under uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1086830)