Cherkasov, I. D. Optimal control by searching a two-dimensional diffusion process of special type. (English. Russian original) Zbl 0731.93068 Russ. Math. Surv. 45, No. 4, 160-162 (1990); translation from Usp. Mat. Nauk 45, No. 4(274), 169-170 (1990). The note deals with optimal detection of a moving particle, the motion of which is described by a diffusion process. The author solves the Kolmogorov equation associated with this problem, assuming a specific form of the coefficient. A simple computational example is provided. Reviewer: K.Malanowski (Warszawa) MSC: 93C99 Model systems in control theory 35K15 Initial value problems for second-order parabolic equations Keywords:optimal detection; example; random disturbances PDF BibTeX XML Cite \textit{I. D. Cherkasov}, Russ. Math. Surv. 45, No. 4, 160--162 (1990; Zbl 0731.93068); translation from Usp. Mat. Nauk 45, No. 4(274), 169--170 (1990) Full Text: DOI