General LQG homing problems in one dimension (Q1929683)
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scientific article; zbMATH DE number 6123598
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| English | General LQG homing problems in one dimension |
scientific article; zbMATH DE number 6123598 |
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General LQG homing problems in one dimension (English)
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9 January 2013
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Summary: Optimal control problems for one-dimensional diffusion processes in the interval (\(d_1, d_2\)) are considered. The aim is either to maximize or to minimize the time spent by the controlled processes in (\(d_1, d_2\)). Exact solutions are obtained when the processes are symmetrical with respect to \(d^\ast \in (d_1, d_2)\). Approximate solutions are derived in the asymmetrical case. The one-barrier cases are also treated. Examples are presented.
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optimal control
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diffusion processes
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0.8957391977310181
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0.8665391206741333
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0.8635923862457275
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0.8615380525588989
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0.860444188117981
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