Hitting lines at minimal cost with a Gaussian process

DOI10.1016/0005-1098(90)90143-6zbMath0711.93101OpenAlexW2011216570MaRDI QIDQ923042

Mario Lefebvre

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(90)90143-6

zbMATH Keywords

integral transformsGaussian white noiselognormal transition density

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60)

Related Items (2)

First-passage problems for degenerate two-dimensional diffusion processes ⋮ Lqg problems with a possibly infinite final cost

Cites Work

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