Abstract
We consider a control system with "nonclassical" dynamics: ẋ = f(t, x, u, Dxu), where the right hand side depends also on the first order partial derivatives of the feedback control function. Given a probability distribution on the initial data, we seek a feedback u = u(t, x) which minimizes the expected value of a cost functional. Various relaxed formulations of this problem are introduced. In particular, three specific examples are studied, showing the equivalence or non-equivalence of these approximations.
Original language | English (US) |
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Pages (from-to) | 249-271 |
Number of pages | 23 |
Journal | Nonlinear Differential Equations and Applications |
Volume | 20 |
Issue number | 2 |
DOIs | |
State | Published - Apr 2013 |
All Science Journal Classification (ASJC) codes
- Analysis
- Applied Mathematics