Exact solutions to two-dimensional homing problems

DOI10.1080/00207720210167122MaRDI QIDQ4804960zbMATH OpenOpenAlexFDO

Authors Mario Lefebvre

Publication date 23 September 2003

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207720210167122

zbMATH Keywords

stochastic optimal controltwo-dimensional problemstochastic homing problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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• Exact and approximate solutions to LQG homing problems in one and two dimensions
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Cites work

• scientific article; zbMATH DE number 3736679 (Why is no real title available?)
• A different class of homing problems
• Reducing a nonlinear dynamic programming equation to a kolomogorov equation
• The risk-sensitive homing problem

Cited in

(7)

• The homing problem for autoregressive processes
• Risk-sensitive control for a class of homing problems
• The risk-sensitive homing problem
• Exact and approximate solutions to LQG homing problems in one and two dimensions
• The LQG homing problem for a Wiener process with random infinitesimal parameters
• A different class of homing problems
• Stochastic optimal control in a danger zone

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