Non-classical problems of optimal feedback control

DOI10.1016/J.JDE.2012.04.020MaRDI QIDQ436284zbMATH OpenOpenAlexWikidataFDO

Authors Alberto Bressan, Deling Wei

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

necessary conditions for optimalityoptimal feedback controldependence on the probability measure

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1243371 (Why is no real title available?)
• scientific article; zbMATH DE number 1734466 (Why is no real title available?)
• scientific article; zbMATH DE number 2061775 (Why is no real title available?)
• An Extended Pontryagin Principle for Control Systems whose Control Laws Contain Measures
• Closed-loop Stackelberg strategies in linear-quadratic problems
• Examples of nonclassical feedback control problems
• Measure driven differential inclusions
• Min-max and min-min Stackelberg strategies with closed-loop information structure
• Nonclassical control problems and Stackelberg games
• Noncooperative differential games

Cited in

(3)

• scientific article; zbMATH DE number 863519 (Why is no real title available?)
• Examples of nonclassical feedback control problems
• Stackelberg solutions of feedback type for differential games with random initial data

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