Exact and approximate solutions to LQG homing problems in one and two dimensions-Reference-Cited by-同舟云学术

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

Published:2014-12-19 Issue:1 Volume:37 Page:127-138
ISSN:0143-2087
Container-title:Optimal Control Applications and Methods
language:en
Short-container-title:Optim. Control Appl. Meth.

Author:

Lefebvre Mario¹,Zitouni Foued²

Affiliation:

1. Département de mathématiques et de génie industriel; École Polytechnique; C.P. 6079, Succursale Centre-ville Montréal, Québec H3C 3A7 Canada

2. Département de mathématiques et de statistique; Université de Montréal; C.P. 6128, Succursale Centre-ville Montréal, Québec H3C 3J7 Canada

Publisher

Wiley

Subject

Applied Mathematics,Control and Optimization,Software,Control and Systems Engineering

Reference10 articles.

1. General LQG homing problems in one dimension;Lefebvre;International Journal of Stochastic Analysis,2012

2. The risk-sensitive homing problem;Kuhn;Journal of Applied Probability,1985

3. Risk-sensitive control for a class of homing problems;Makasu;Automatica. A Journal of IFAC, the International Federation of Automatic Control,2009

4. LQG homing problem with a maximin cost;Makasu;Journal of the Franklin Institute

5. Explicit solution for a vector-valued LQG homing problem;Makasu;Optimization Letters,2013

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