@ARTICLE{Lefebvre_Mario_The_2019,
 author={Lefebvre, Mario and Moutassim, Abderrazak},
 volume={vol. 29},
 number={No 3},
 journal={Archives of Control Sciences},
 pages={413–422},
 howpublished={online},
 year={2019},
 publisher={Committee of Automatic Control and Robotics PAS},
 abstract={The problem of optimally controlling a Wiener process until it leaves an interval (a; b) for the first time is considered in the case when the infinitesimal parameters of the process are random. When a = ��1, the exact optimal control is derived by solving the appropriate system of differential equations, whereas a very precise approximate solution in the form of a polynomial is obtained in the two-barrier case.},
 type={Article},
 title={The LQG homing problem for a Wiener process with random infinitesimal parameters},
 URL={http://journals.pan.pl/Content/113681/PDF/01_ACS-2019-3-INTERNET.pdf},
 doi={10.24425/acs.2019.130198},
 keywords={stochastic optimal control, first-passage time, dynamic programming, Brownian motion},
}