A time-optimal stochastic control problem
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Publication:4186901
DOI10.1080/00207727708942114zbMATH Open0402.49010OpenAlexW1990016488MaRDI QIDQ4186901FDOQ4186901
Harold Proppe, Abraham Boyarsky
Publication date: 1977
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/10.1080/00207727708942114
Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55) Attainable sets, reachability (93B03) Optimal stochastic control (93E20)
Cited In (3)
- Time optimal control of a Clarke subdifferential type stochastic evolution inclusion in Hilbert spaces
- Time optimal control of system governed by a fractional stochastic partial differential inclusion with Clarke subdifferential
- Time optimal control to a partial stochastic differential system with pseudo almost periodic coefficients
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