Title

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

Journal title

Archives of Control Sciences

Yearbook

2019

Volume

vol. 29

Issue

No 3

Authors

Lefebvre, Mario ; Moutassim, Abderrazak

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

DOI: 10.24425/acs.2019.130198

Source

Archives of Control Sciences; 2019; vol. 29; No 3; 413–422