Bellman functions in the optimization of dynamic systems under uncertainty

zbMATH Open0609.49020MaRDI QIDQ1086830FDOQ1086830

Authors: È. N. Simakova 

Publication date: 1986

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

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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)

Cited In (5)

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

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