Explicit solution for a vector-valued LQG homing problem (Q1941203): Difference between revisions

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+https://doi.org/10.1007/s11590-011-0429-5
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+W1974376469
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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Multicriteria optimization
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+Scalarization in vector optimization
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+Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process
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+A different class of homing problems
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+Vector-valued optimization problems in control theory. Transl. from the Russian by John L. Casti
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+Publication:1941203