On a pursuit problem

DOI10.1080/02331939508844064zbMath0820.93064OpenAlexW2029638207MaRDI QIDQ4836757

M. Mazigh, Mario Lefebvre

Publication date: 21 June 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939508844064

zbMATH Keywords

optimal controlpursuit problemsstochastic differential gamesrisk-sensitive

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Probabilistic games; gambling (91A60)

Cites Work

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• Forcing a stochastic process to stay in or to leave a given region
• Optimal control of an Ornstein-Uhlenbeck process
• The risk-sensitive homing problem
• Utilisation de densites des premier passage en commande optimale stochastique
• Commande optimale du processus de wiener
• On the inverse of the first passage time probability problem

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