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


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.

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J. Foukzon, E. Men’kova and A. Potapov, "The Solution Classical Feedback Optimal Control Problem for m-Persons Differential Game with Imperfect Information," Open Journal of Optimization, Vol. 2 No. 1, 2013, pp. 16-25. doi: 10.4236/ojop.2013.21003.

Conflicts of Interest

The authors declare no conflicts of interest.


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