Rocket Controll

I couldent sleep becouse i was thinking of this for so long.

the question is: can you possibly make a Rpg/Rocket controll so that you can controll the rocket in mid-air?

example:
You shoot your Rpg/Rocket
Then you controll it when flying so that it can turn corners or be homing against a enemy or a target.


So is this possible??
Tell me if it is.