Optimal stopping time guidance: deterministic and stochastic targets

Ford, Jason J. (2004) Optimal stopping time guidance: deterministic and stochastic targets. In 5th Asian Control Conference, 2004, 20-23 July , 2004, Melbourne.



This paper describes a missile guidance problem in which the objective is to guide an interceptor missile towards both deterministic and stochastic targets. We show how this guidance problem can be naturally posed within an optimal stopping time control framework (where both the control and time horizon are designed to optimize a performance index). We believe this to be the first time the missile guidance problem has been posed as an optimal stopping problem. Solutions to the optimal stopping guidance problem are obtained via dynamic programming principles; however, no closed form solutions are apparent. Numeric-solutions are obtained via the Markov chain numerical approximation procedure.

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2 citations in Scopus
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ID Code: 6964
Item Type: Conference Paper
Refereed: Yes
Additional URLs:
ISBN: 0734030169
Subjects: Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > APPLIED MATHEMATICS (010200) > Calculus of Variations Systems Theory and Control Theory (010203)
Divisions: Past > QUT Faculties & Divisions > Faculty of Built Environment and Engineering
Copyright Owner: Copyright 2005 Commonwealth of Australia. Licensed to IEEE.
Copyright Statement: Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
Deposited On: 09 May 2007 00:00
Last Modified: 29 Feb 2012 13:20

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