Computation of optimal controls for a nonlinear stochastic third-order system

DOI10.1007/BF00932521MaRDI QIDQ1225587zbMATH OpenFDO

Authors Menahem Friedman, Y. Yavin

Publication date 1977

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3460142 (Why is no real title available?)
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• scientific article; zbMATH DE number 3373608 (Why is no real title available?)
• A numerical technique for small-noise stochastic control problems
• Approximations, existence, and numerical procedures for optimal stochastic controls
• Numerical studies of steady, viscous, incompressible flow in a channel with a step
• Optimal Continuous-Parameter Stochastic Control
• Optimal bang-bang controls that maximize the probability of hitting a target manifold†
• Probability methods for the convergence of finite difference approximations to partial differential equations
• Stochastic bang-bang controls that maximize the expectation of first passage time†
• Stochastic stability and control

Cited in

(5)

• Computation of nash equilibrium pairs of a stochastic differential game
• Stochastic pursuit-evasion differential games in the plane
• The homicidal chauffeur game-a Stochastic Model
• A pursuit-evasion differential game with noisy measurements of the evader's bearing from the pursuer
• Optimal controls that maximize the probability of hitting a set of targets: A numerical study

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