Hitting lines at minimal cost with a Gaussian process

DOI10.1016/0005-1098(90)90143-6MaRDI QIDQ923042zbMATH OpenOpenAlexFDO

Authors Mario Lefebvre

Publication date 1990

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(90)90143-6

zbMATH Keywords

Gaussian white noiseintegral transformslognormal transition density

Mathematics Subject Classification ID

Diffusion processes (60J60) Optimal stochastic control (93E20)

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