LQG homing in two dimensions

DOI10.1109/TAC.1987.1104677MaRDI QIDQ3755345zbMATHOpenAlexFDO

Authors Mario Lefebvre

Publication date 1987

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

Full work available at URL https://doi.org/10.1109/tac.1987.1104677

zbMATH Keywords

LQG homingoptimal control of a set of two independent Gaussian white noises

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of optimal solutions to problems involving randomness (49J55) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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(3)

• scientific article; zbMATH DE number 1234526 (Why is no real title available?)
• LQG homing problem with a maximin cost
• Bounds for a risk-sensitive homing problem

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