A direct search for time-optimal control in stochastic systems †

DOI10.1080/00207177408932617zbMath0269.93083OpenAlexW2071570836MaRDI QIDQ3213070

R. H. Lücke, Won-Kyoo Lee

Publication date: 1974

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177408932617

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (2)

Computational and approximate methods of optimal control ⋮ 14.—Dynamic Programming applied to Some Non-linear Stochastic Control Systems

Cites Work

• Stochastic bang-bang controls that maximize the expectation of first passage time†

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