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has been cited by the following article:

• TITLE: The Solution Classical Feedback Optimal Control Problem for m-Persons Differential Game with Imperfect Information

  AUTHORS: Jaykov Foukzon, Elena Men’kova, Alex Potapov

  KEYWORDS: Optimal Control; Bellman Equation

  JOURNAL NAME: Open Journal of Optimization, Vol.2 No.1, March 29, 2013

  ABSTRACT: The paper presents a new approach to construct the Bellman function and optimal control directly by way of using strong large deviations principle for the solutions Colombeau-Ito’s SDE. The generic imperfect dynamic models of air-to-surface missiles are given in addition to the related simple guidance law. A four examples have been illustrated, corresponding numerical simulations have been illustrated and analyzed.