The intuitive dynamic programming approach to optimal stochastic navigation

DOI10.1007/BF00535711zbMath0468.49011OpenAlexW2100701490MaRDI QIDQ3921749

Jürgen Franke

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1007/bf00535711

zbMATH Keywords

dynamic programmingphase constraintsnecessary conditions on locally optimal solutionsoptimal navigation with random terminal time

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimality conditions for problems in abstract spaces (49K27) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

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• Optimal control theory
• The art and theory of dynamic programming
• Introduction to the mathematical theory of control processes. Vol. II:Nonlinear processes
• Lectures on mathematical theory of extremum problems. Translated from the Russian by D. Louvish
• Optimal navigation with random terminal time in the presence of phase constraints
• 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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