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The aim of the homing control problem is to minimize the expectation of a functional of the form  \\[ J(x)=\\int _0^{T(x)} [\\tfrac {1}{2}q(\\xi (t))u^2(\\xi (t))+\\lambda ]dt, \\]  where \\(q\\geq 0,\\;\\lambda \\) is real and \\(T(x)\\) denotes the exit time from an interval \\((A,B)\\) for a solution starting from \\(x=x(0)\\in (A,B)\\). In the particular case \\(a=0,\\;b=N=1\\) and \\(q(\\xi (t))=x^2(t)\\) the optimal control is found by means of the mathematical expectation of a geometric Brownian motion while the optimal process is shown to be a Bessel process. 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