A direct search for time-optimal control in stochastic systems †

DOI10.1080/00207177408932617MaRDI QIDQ3213070zbMATHOpenAlexFDO

Authors Won-Kyoo Lee, R. H. Lücke

Publication date 1974

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207177408932617

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites work

• Stochastic bang-bang controls that maximize the expectation of first passage time†

Cited in

(2)

• Computational and approximate methods of optimal control
• 14.—Dynamic Programming applied to Some Non-linear Stochastic Control Systems

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