Hitting a target with maximum probability

DOI10.1080/00207728008967075zbMath0444.93048OpenAlexW2110258308MaRDI QIDQ3888951

D. W. Reid, Kok Lay Teo

Publication date: 1980

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728008967075

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Cites Work

• Stochastic optimal control theory and its computational methods
• Diffusion processes with continuous coefficients, II
• Optimal bang-bang controls that maximize the probability of hitting a target manifold†

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