A New Stochastic Time Optimal Control Problem

DOI10.1137/0316001zbMath0389.49009OpenAlexW1977009361MaRDI QIDQ4171200

William J. Anderson, Boyarski, Abraham, Ulrich G. Haussmann

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1137/0316001

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Attainable sets, reachability (93B03) Existence of optimal solutions to problems involving randomness (49J55)

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