Details

Title

The LQG homing problem for a Wiener process with random infinitesimal parameters

Journal title

Archives of Control Sciences

Yearbook

2019

Volume

vol. 29

Numer

No 3

Authors

Keywords

stochastic optimal control ; first-passage time ; dynamic programming ; Brownian motion

Divisions of PAS

Nauki Techniczne

Coverage

413–422

Publisher

Committee of Automatic Control and Robotics PAS

Date

2019.09.23

Type

Article

Identifier

ISSN 1230-2384

DOI

10.24425/acs.2019.130198

×