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 homing problemstochastic optimal controltwo-dimensional problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cites work

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

Cited in

(8)

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

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