Hitting a target with maximum probability

DOI10.1080/00207728008967075MaRDI QIDQ3888951zbMATH OpenOpenAlexFDO

Authors D. W. Reid, Kok Lay Teo

Publication date 1980

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (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

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

This page was built for publication: Hitting a target with maximum probability

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3888951)