A Target Recognition Problem: Sequential Analysis and Optimal Control

DOI10.1137/S0363012994273696zbMath0865.49023OpenAlexW2093400864MaRDI QIDQ3837289

Mohammad Farid, Mark H. A. Davis

Publication date: 23 February 1997

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012994273696

zbMATH Keywords

optimal controlHamilton-Jacobi-Bellman equationvariational inequalityviscosity solutionvalue functiontarget trackingdynamical programming

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Bayesian problems; characterization of Bayes procedures (62C10) Variational inequalities (49J40) Sequential statistical analysis (62L10) Control/observation systems governed by ordinary differential equations (93C15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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