An approach problem for a discrete system with random perturbations

DOI10.1007/s10559-010-9204-3zbMath1204.49029OpenAlexW2008961210MaRDI QIDQ1956998

K. G. Dziubenko, A. A. Chikrii

Publication date: 24 September 2010

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-010-9204-3

zbMATH Keywords

discrete systemrandom perturbationmultivalued mappingconflict-controlled processPontryagin's conditionguaranteed reaching time

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20) Dynamic games (91A25) Optimality conditions for problems involving randomness (49K45)

Related Items (3)

Stochastic optimal control of a descriptor system ⋮ Decomposition of descriptor control systems ⋮ Developing B. N. Pshenichnyi's scientific ideas in optimization and mathematical control theory

Cites Work

• Subgame consistent cooperative solutions in stochastic differential games
• Optimality in different strategy classes in zero-sum stochastic games
• On the optimality equation for zero-sum ergodic stochastic games
• Multivalued mappings and their selectors in the theory of conflict-controlled processes
• Convex Analysis
• Adaptive policy for two finite Markov chains zero-sum stochastic game with unknown transition matrices and average payoffs
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