Optimal Stochastic Control with Special Information Patterns
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Publication:3907516
DOI10.1137/0318041zbMATH Open0457.93058OpenAlexW2063711409MaRDI QIDQ3907516FDOQ3907516
Authors: Norbert Christopeit 
Publication date: 1980
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0318041
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of optimal solutions to problems involving randomness (49J55) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)
Cited In (4)
- Evaluation of the effectiveness of open-loop evasion strategies in a pursuit-evasion problem
- Open-loop evasion strategies in a pursuit-evasion problem in a reduced state space
- Computation of suboptimal randomized strategies for steering the random motion of a point under partial observation
- Strategies using an observer for steering a random motion of a point in a multitarget environment
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