Results 151 to 160 of about 185,197 (192)

Differential games, dynamic optimization, and generalized control theory

Journal of Optimization Theory and Applications, 1970
In this paper, we examine the problem of control in a generalized framework in which there are more than one criterion, more than one intelligent controller, each of which has access to different information. It is argued that optimal control, differential games, dynamic team theory, etc., can all be viewed as special cases of this generalized control ...
openaire   +1 more source

Stochastic differential games and inverse optimal control and stopper policies

2017 IEEE 56th Annual Conference on Decision and Control (CDC), 2017
In this paper, we consider a two-player stochastic differential game problem over an infinite time horizon where the players invoke controller and stopper strategies on a nonlinear stochastic differential game problem driven by Brownian motion. The optimal strategies for the two players are given explicitly by exploiting connections between stochastic ...
Tanmay Rajpurohit, Wassim M. Haddad
openaire   +2 more sources

Multiple objective risk-sensitive control and stochastic differential games

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304), 2003
In this paper, we study a (minimizing) multiple-objective risk-sensitive control problem, and show the relationship between this problem, a certain stochastic differential game, and what may be regarded as a multiple-objective deterministic differential game.
A.E.B. Lim, X.Y. Zhou, J.B. Moore
openaire   +1 more source

Total risk aversion, stochastic optimal control, and differential games

Applied Mathematics & Optimization, 1989
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Barron, E. N., Jensen, R.
openaire   +2 more sources

Algorithms for Differential Games with Bounded Control and State

1981
Pursuit and evasion problems are probably the most natural application of differential game theory and have been treated by many authors as such. Very few problems of this class can be solved analytically. Fast and efficient numerical algorithms are needed to solve for an optimal or near optimal solution of a realistic pursuit and evasion differential ...
openaire   +2 more sources

Differential games with state-dependent and control-dependent noises

IEEE Transactions on Automatic Control, 1970
The pursuit-evasion differential games considered in this paper involve two linear dynamical systems containing both the state-dependent and the control-dependent noises. The quadratic form of the "miss" and the time-average control energies are used as the performance index.
J. Luh, M. Maguiraga
openaire   +1 more source

Optimal Control and Differential Games

1999
The papers contained in this and the next volume are essentially a selection of contributions to the 6th Viennese Workshop on Optimal Control, Dynamic Games, Nonlinear Dynamics and Adaptive Systems, held in Vienna in May 1997. The focus of the articles in this volume lies on optimal control and dynamic games.
Dawid, Herbert, Feichtinger, G., Hartl, R.F.   +2 more
openaire   +1 more source

Risk-sensitive control of Markov chains and differential games

Proceedings of 32nd IEEE Conference on Decision and Control, 2002
Considers the long-run average risk-sensitive optimal control problem for Markov chains on a countable state space. It is shown that the equivalence with stochastic differential games that had been previously established for stochastic dynamical systems holds for the average risk-sensitive optimal control problem for Markov chains as well. The approach
openaire   +1 more source

Risk-sensitive control and differential games in infinite dimensions

Nonlinear Analysis: Theory, Methods & Applications, 2002
The author provides a rigorous mathematical treatment of a stochastic risk-sensitive control problem in an infinite-dimensional Hilbert space \(H\). The problem is the following. For an admissible control \(u\), the system \(X_t\) (\(=X^u_t\)) is described by the stochastic differential equation in \(H\): \[ dX_s= f(X_s, u_s) ds+ \sqrt{\varepsilon ...
openaire   +1 more source

Reach-Avoid Differential Games with Targets and Obstacles Depending on Controls

Dynamic Games and Applications, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources