Solving an LQG homing problem via a different uncontrolled process

Abstract

S olving an LQG homing problem via a di erent uncontrolled process MARIO LEFEBVRE ²The problem of minimizing the time taken by a two-dimensional di usion process to hit the boundary of a certain termination region is solved by considering a mathematical expectation for a di erent uncontrolled process, thus extending the results about LQG homing problems.