화학공학소재연구정보센터
International Journal of Control, Vol.71, No.6, 1021-1026, 1998
Solving an LQG homing problem via a different uncontrolled process
The problem of minimizing the time taken by a two-dimensional diffusion process to hit the boundary of a certain termination region is solved by considering a mathematical expectation for a different uncontrolled process, thus extending the results about LQG homing problems.