On the inverse LQG homing problem

نویسندگان

چکیده

The problem of minimizing or maximizing the time spent by a controlled diffusion process in given interval is known as LQG homing. optimal control, when it possible to obtain an explicit solution such problem, often expressed special functions. Here, inverse considered: we determine, under certain assumptions, processes for which control simple power function. Moreover, extended case jump-diffusion processes.

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ژورنال

عنوان ژورنال: Izvestiâ Akademii nauk Armânskoj SSR. Matematika

سال: 2022

ISSN: ['0002-3043']

DOI: https://doi.org/10.54503//0002-3043-2022.57.2-44-55