Homing Problems With Control in the Diffusion Coefficient

DOI10.1109/TAC.2022.3157077MaRDI QIDQ5092306zbMATH OpenOpenAlexFDO

Authors Cloud Makasu

Publication date 28 July 2022

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2022.3157077

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cited in

(6)

• A homing problem for diffusion processes with control-dependent variance.
• A different class of homing problems
• Remarks on a controlled degenerate diffusion process
• Bounds for a risk-sensitive homing problem
• Bounds for the value function and optimal control in homing problems
• Minimization of the expected first-passage area for a one-dimensional diffusion process

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