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Linear Quadratic Gaussian Homing for Markov Processes with Regime Switching and Applications to Controlled Population Growth/Decay |
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| Authors: | Kounta Moussa Dawson Nathan J. |
| Affiliation: | 1.Department of Mathematics, University of The Bahamas, Nassau, Bahamas ;2.Department of Natural Sciences, Hawaii Pacific University, Kaneohe, HI, 96744, USA ;3.Department of Engineering, Hawaii Pacific University, Honolulu, HI, 96813, USA ;4.Department of Physics and Astronomy, Washington State University, Pullman, WA, 99164, USA ; |
| Abstract: | Methodology and Computing in Applied Probability - The problem of optimally controlling one-dimensional diffusion processes until they enter a given stopping set is extended to include Markov... |
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