Pointwise stochastic control of nonlinear systems (Q5929633)

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scientific article; zbMATH DE number 1586206
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Pointwise stochastic control of nonlinear systems
scientific article; zbMATH DE number 1586206

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    Pointwise stochastic control of nonlinear systems (English)
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    11 November 2001
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    The authors consider a differential game governed by the system of differential equations \[ \dot x_k= f_k(t, x_k, u_k, v_k),\quad k= 1,\dots, m. \] Both minimum and maximal rules are formulated and proved. The paper goes along the line of the book ``Postioned differential games'' [Nauka, Moscow (1974; Zbl 0298.90067)] by \textit{N. N. Krasovskii} and \textit{A. I. Subbotin}.
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    differential game
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    minimum and maximal rules
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