Year: 2025
Type: article
Abstract: This paper concerns a class of linear-state optimal control problems and noncooperative differential games. Deterministic and stochastic systems are considered, as well as finite- and infinite-horizon problems. We give conditions under which these systems have degenerate feedback optimal controls so that the optimal control actions $$a(t,x) \equiv a(t)$$ a ( t , x ) ≡ a ( t ) are independent of the state variable x. As a consequence, open-loop and feedback (or Markov) optimal controls coincide, the value (or optimal objective) function is linear in the state x, and the certainty equivalence principle is satisfied.
Language: English
Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: hybrid
Estimated APC paid: $3,190
OpenAlex ID: W4409168091