LQG homing in two dimensions

DOI10.1109/TAC.1987.1104677zbMath0618.93075OpenAlexW2128155680MaRDI QIDQ3755345

Mario Lefebvre

Publication date: 1987

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1987.1104677

zbMATH Keywords

LQG homingoptimal control of a set of two independent Gaussian white noises

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

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LQG homing problem with a maximin cost

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