Probabilistic solution to a two-dimensional LQG homing problem (Q2932882)
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scientific article; zbMATH DE number 6378859
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| English | Probabilistic solution to a two-dimensional LQG homing problem |
scientific article; zbMATH DE number 6378859 |
Statements
9 December 2014
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optimal control
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dynamic programming
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Whittle's theorem
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diffusion process
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hitting time
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0.8881769180297852
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0.884126603603363
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0.8834344744682312
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0.8665391206741333
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0.8492511510848999
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