Optimal and Suboptimal Control of a Standard Brownian Motion

DOI10.1515/ACSC-2016-0021zbMath1446.93077OpenAlexW2525558980MaRDI QIDQ4971676

Mario Lefebvre

Publication date: 12 October 2020

Published in: Archives of Control Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/acsc-2016-0021

zbMATH Keywords

Wiener processstochastic controlbest linear control

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites Work

• Unnamed Item
• General LQG homing problems in one dimension
• Explicit solution for a vector-valued LQG homing problem

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