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Exact and approximate solutions to LQG homing problems in one and two dimensions - MaRDI portal

Exact and approximate solutions to LQG homing problems in one and two dimensions (Q2800472)

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scientific article; zbMATH DE number 6569545
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English
Exact and approximate solutions to LQG homing problems in one and two dimensions
scientific article; zbMATH DE number 6569545

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    Exact and approximate solutions to LQG homing problems in one and two dimensions (English)
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    15 April 2016
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    stochastic optimal control
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    Wiener process
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    similarity solutions
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    first-passage time
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