Motion Planning for Continuous-Time Stochastic Processes: A Dynamic Programming Approach

DOI10.1109/TAC.2015.2500638zbMath1359.93539arXiv1211.1138MaRDI QIDQ2980449

John Lygeros, Peyman Mohajerin Esfahani, Debasish Chatterjee

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.1138

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Diffusion processes (60J60) Optimal stopping in statistics (62L15)

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