Non-classical problems of optimal feedback control

DOI10.1016/J.JDE.2012.04.020zbMath1244.93173OpenAlexW2063919344WikidataQ59263923 ScholiaQ59263923MaRDI QIDQ436284

Deling Wei, Alberto Bressan

Publication date: 20 July 2012

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2012.04.020

zbMATH Keywords

optimal feedback controlnecessary conditions for optimalitydependence on the probability measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Feedback control (93B52) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (2)

Examples of nonclassical feedback control problems ⋮ Stackelberg solutions of feedback type for differential games with random initial data

Cites Work

• Min-max and min-min Stackelberg strategies with closed-loop information structure
• Noncooperative differential games
• Measure driven differential inclusions
• Examples of nonclassical feedback control problems
• Closed-loop Stackelberg strategies in linear-quadratic problems
• Nonclassical control problems and Stackelberg games
• An Extended Pontryagin Principle for Control Systems whose Control Laws Contain Measures
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