Applications of stochastic differential games to the suboptimal design of pulse motors
β Scribed by Y. Yavin
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 606 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0898-1221
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β¦ Synopsis
Stochastic differential game techniques are applied to compare the performance of a medium-range air-to-air missile for different values of the second ignition time in a two-pulse rocket motor. The measure of the performance is the probability that it will reach a lock-on-point with a favourable range of guidance and flight parameters, during a fixed time interval [0, tf].
π SIMILAR VOLUMES
The existence of value functions for general two-player, zero-sum stochastic differential games has been obtained by Fleming and Souganidis. In this paper we present a new approach to this problem. We prove optimality inequalities of dynamic programming for viscosity sub-and supersolutions of the as