Analytical solution to an LQG homing problem in two dimensions
An analytical solution is found to the problem of maximising the time spent in the first quadrant by the two-dimensional diffusion process (X(t), Y(t)), where Y(t) is a controlled Brownian motion and X(t) is proportional to its integral. Moreover, we force the process to exit the first quadrant through...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2020-01-01
|
| Series: | ITM Web of Conferences |
| Subjects: | |
| Online Access: | https://www.itm-conferences.org/articles/itmconf/pdf/2020/04/itmconf_icamnm2020_01003.pdf |