Linear Quadratic Gaussian Homing for Markov Processes with Regime Switching and Applications to Controlled Population Growth/Decay

A boundary value problem for a non-linear difference equation

“…The author has published numerous papers on homing problems; see, for instance, [3] and [4]. Other papers on this topic are the ones by Kuhn [2], Makasu [6] and Kounta and Dawson [1].…”

“…First, the coefficient of 𝐹 2 (𝑛) in Eq. (1) gives us the value of 𝑝(1). Then, we deduce from the coefficient of 𝐹 (𝑛) 𝐹 (𝑛 + 1) the value of 𝑑 2 , which yields 𝑝 (2).…”

A Discrete-Time Homing Problem with Two Optimizers

“…The author has written numerous papers on homing problems. In [10,11], these problems where extended to the case of discrete-time Markov chains, whereas in [12] the case of autoregressive processes was treated; see also [13].…”