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Archives of Control Sciences, 3 (2019) 413-422. doi 10.24425/acs.2019.130198
Mario Lefebvre
Abderrazak Moutassim
The LQG homing problem for a Wiener process with random infinitesimal parameters
stochastic optimal control
first-passage time
dynamic programming
Brownian motion
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stochastic optimal control; first-passage time; dynamic programming; Brownian motion
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