Minimax condition for program control problems

1976 ◽  
Vol 27 (5) ◽  
pp. 523-526
Author(s):  
V. D. Batukhtin ◽  
A. G. Chentsov

Author(s):  
Григорьев ◽  
I. Grigorev ◽  
Мустафина ◽  
S. Mustafina

The article outlines the basic concepts of the numerical solution of optimal control problems based on the method of variations in the control area





2011 ◽  
Author(s):  
Kevin M. King ◽  
Charles B. Fleming ◽  
Kathryn C. Monahan ◽  
Richard F. Catalano


2020 ◽  
Vol 26 ◽  
pp. 41
Author(s):  
Tianxiao Wang

This article is concerned with linear quadratic optimal control problems of mean-field stochastic differential equations (MF-SDE) with deterministic coefficients. To treat the time inconsistency of the optimal control problems, linear closed-loop equilibrium strategies are introduced and characterized by variational approach. Our developed methodology drops the delicate convergence procedures in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. When the MF-SDE reduces to SDE, our Riccati system coincides with the analogue in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. However, these two systems are in general different from each other due to the conditional mean-field terms in the MF-SDE. Eventually, the comparisons with pre-committed optimal strategies, open-loop equilibrium strategies are given in details.





1997 ◽  
Vol 29 (4-5) ◽  
pp. 89-98
Author(s):  
Vladimir E. Kapustyan ◽  
Elena M. Kiseleva ◽  
L. S. Krokha


2008 ◽  
Vol 40 (7) ◽  
pp. 48-58 ◽  
Author(s):  
Fikret Akhmed Ali Ogly Aliev ◽  
Rena Takhir kyzy Zulfugarova ◽  
Mutallim Mirzaakhmed ogly Mutallimov


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