Optimal controls that maximize the probability of hitting a set of targets: A numerical study

DOI10.1007/BF00935891zbMath0431.49031MaRDI QIDQ1138227

A. M. Jordaan, Yaakov Yavin

Publication date: 1981

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

hitting probabilitiesoptimal stochastic control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (3)

Pursuit-evasion differential games with deception or interrupted observation ⋮ Computation of nash equilibrium pairs of a stochastic differential game ⋮ A pursuit-evasion differential game with noisy measurements of the evader's bearing from the pursuer

Cites Work

• Probability methods for approximations in stochastic control and for elliptic equations
• Computation of optimal controls for a nonlinear stochastic third-order system
• Probability methods for the convergence of finite difference approximations to partial differential-integral equations. II
• Numerical studies of steady, viscous, incompressible flow in a channel with a step
• Optimal bang-bang controls that maximize the probability of hitting a target manifold†

This page was built for publication: Optimal controls that maximize the probability of hitting a set of targets: A numerical study