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Publication:3789468
zbMath0645.93074MaRDI QIDQ3789468
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gaussian processes (60G15) Linear systems in control theory (93C05) Optimal stochastic control (93E20)
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On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost ⋮ Hitting lines at minimal cost with a Gaussian process ⋮ Maximizing the mean exit time of a Brownian motion from an interval ⋮ A different class of homing problems ⋮ First‐passage densities of controlled Gaussian processes ⋮ Last hitting time for the integral of the Brownian motion
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