2004 5th Asian Control Conference Optimal Stopping and Hard Terminal Constraints Applied to a Missile Guidance Problem

Abstract lem. This paper describes two new types of deterministic optimal stopping control problems: optimal stopping control with hard terminal constraints only and opti-mal stopping control with both minimum control effort And hard termind constraints. Both problems are ini-tially 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 prob-lem in continuous-time is a natural description of a par-ticular type of missile guidance problem. This missile guidance appiication is introduced and the presented solutions used in missile engagements against targets.