Control under Incomplete Information and Differential Games
نویسنده
چکیده
Certain problems of control theory under incomplete information may be formalized within the framework of differential games. This report will be devoted to one such formalization developed by the author and his students. The size of this report leaves no opportunity for the discussion of many valuable contributions due to other authors in this field. I would only like to mention that our investigations are related to those of Bellman, Bensoussan, Boltyansky, Breakwell, Chernousko, Elliot, Fleming, Friedman, Gamkrelidze, Ho, Isaacs, Kalton, Lions, Markus, Mischenko, Nikolskii, Pontriagin, Pschenichnyi, Roxin, Varaiya, Young and certain other investigators in adjacent fields.
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