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

Jaykov Foukzon, Elena Men’kova, Alex Potapov

All-Russian Research Institute for Opto-Physical Measurements, Moscow, Russia.
Department of Mathematics, Israel Institute of Technologies, Haifa, Israel.
V.A. Kotel’nikov Institute of Radio Engineering and Electronics, Russian Academy of Sciences, Moscow, Russia.

DOI: 10.4236/ojop.2013.21003                

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.

Keywords

Optimal Control; Bellman Equation

Conflicts of Interest

The authors declare no conflicts of interest.

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