Probabilistic solution to a two-dimensional LQG homing problem

MaRDI QIDQ2932882zbMATH OpenFDO

Authors Cloud Makasu, Mario Lefebvre

Publication date 9 December 2014

zbMATH Keywords

diffusion processdynamic programminghitting timeoptimal controlWhittle's theorem

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)

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• scientific article; zbMATH DE number 1234526 (Why is no real title available?)
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