Optimal navigation with random terminal time in the presence of phase constraints

DOI10.1007/BF00535710zbMath0468.49010MaRDI QIDQ3921748

Jürgen Franke

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

phase constraintsrandom terminal timelocally optimal pathsmonotone cost functionnecessary conditions on optimal controlsoptimal navigationsimple phase constraints

Mathematics Subject Classification ID

Stochastic processes (60G99) Optimality conditions for problems in abstract spaces (49K27) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

The intuitive dynamic programming approach to optimal stochastic navigation

Cites Work

• Singular optimal control problems
• Lectures on mathematical theory of extremum problems. Translated from the Russian by D. Louvish
• On the Optimal Search for a Target Whose Motion is Conditionally Deterministic with Stochastic Initial Conditions on Location and Parameters
• On the Optimal Searching Tracks for a Moving Target
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