Optimal Control of Probability on a Target Set for Continuous-Time Markov Chains

被引：0

作者：

Shandong University, School of Mathematics, Jinan ^{[1
]}

250100, China

不详 ^{[2
]}

DH1 3LE, United Kingdom

不详 ^{[3
]}

266237, China

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来源：

IEEE Trans Autom Control | / 2卷 / 1202-1209期

关键词：

Aerospace electronics - Controlled Markov chains - Dynamic programming principle - Game - Hamilton Jacobi Bellman equation - Optimal controls - Probability criterion - Risk probabilities - Risk probability criteria;

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