Optimal controls that maximize the probability of hitting a moving target

DOI10.1016/0898-1221(81)90004-3zbMath0444.49017OpenAlexW2053573066MaRDI QIDQ1144790

A. M. Jordaan, Yaakov Yavin

Publication date: 1981

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(81)90004-3

zbMATH Keywords

Wiener processPoisson processhitting a moving target

Mathematics Subject Classification ID

Game theory (91A99) Optimality conditions for problems involving randomness (49K45)

Related Items (2)

Strategies using interrupted observations for hitting a moving target† ⋮ Estimation and control for a class of non-linear stochastic systems

Cites Work

• Probability methods for approximations in stochastic control and for elliptic equations
• Approximations for functionals and optimal control problems on jump diffusion processes
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