Homing Problems With Control in the Diffusion Coefficient
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DOI: 10.1109/tac.2022.3157077
Abstract: In this article, we consider a class of homing problems with controls only in the diffusion-coefficient of a diffusion process in a given closed interval. The controller seeks to minimize an expected cost that accounts… read more here.
Keywords: diffusion; homing problems; diffusion coefficient; problems control ... See more keywords