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Mario Lefebvre
Information about the author Mario Lefebvre will soon be added to the site.
Found
5 papers
in total
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Date Ascending
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Exact and approximate solutions to LQG homing problems in one and two dimensions
2016
Stochastic optimal control problems in which two‐dimensional diffusion...
From inciting to forcing an integrated Bessel process to remain as small as possible
1998
Let d x ( t ) = y ( t )d t , where y ( t ) is Bessel process, and let T ( y , η,...
On the inverse of the first hitting time problem for bidimensional processes
1997
Bidimensional processes defined by dx(t) = ρ(x,y)dt and dy(t) = m(x,y)dt +...
Controlled wear processes: A risk-sensitive formulation
1996
Optimal control problems set up for wear models by Rishel are given a risk-sensitive...
Optimal control of the Wiener process
1989
The problem of the optimal control of the Wiener process in R n is considered. The...
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48 Papers