The LQG homing problem for a Wiener process with random infinitesimal parameters (Q5219642)
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scientific article; zbMATH DE number 7179824
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| default for all languages | No label defined |
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| English | The LQG homing problem for a Wiener process with random infinitesimal parameters |
scientific article; zbMATH DE number 7179824 |
Statements
12 March 2020
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stochastic optimal control
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first-passage time
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dynamic programming
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Brownian motion
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0.85139399766922
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0.8427643775939941
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0.8400995135307312
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0.8327940106391907
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0.8155708312988281
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