Optimal stopping and hard terminal constraints applied to a missile guidance problem

Abstract

This paper describes two new types of deterministic
optimal stopping control problems: optimal stopping
control with hard terminal constraints only and optimal
stopping control with both minimum control effort
And hard termind constraints. Both problems are initially
formulated in continuous-time (a discretetime
formulation is given towards the end of the paper) and
soIutions given via dynamic programming. A numeric
solution to the continuous-time dynamic programming
equations is then briefly discussed.
The optimal stopping with terminal constraints problem
in continuous-time is a natural description of a particular
type of missile guidance problem. This missile
guidance appiication is introduced and the presented
solutions used in missile engagements against targets.