OJOp  Vol.2 No.1 , March 2013
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.

Cite this paper
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.
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