Optimal Control of Dynamic Systems Driven by Vector Measures: Theory and Applications

This book is devoted to the development of optimal control theory for finite dimensional systems governed by deterministic and shastic differential equations driven by vector measures. The book deals with a broad class of controls, including regular controls (vector-valued measurable functions), relaxed controls (measure-valued functions) and controls determined by vector measures, where both fully and partially observed control problems are considered.

In the past few decades, there have ...