INCLUSION - PROBABILITY - OPTIMAL CONTROL,

Abstract

A multi-dimensional stochastic dynamical system is considered. The system can be nonlinear and time-varying. It is assumed that the state of this system can be measured noisefree at all times. An optimal control policy is formulated leading to the maximization of the probability of constraining the trajectory of the system to a certain subregion of the state-space over a finite period of time. On the basis of dynamic programming an optimization equation is derived. This equation is a quasilinear second order parabolic partial differential equation. The equation is solved on a digital computer. The numerical technique appears to be highly efficient in speed and memory requirements. Examples are included for first and second order dynamical systems. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 25, 1967
Accession Number
AD0655387

Entities

People

  • Leo J. Van Mellaert

Organizations

  • New York University Tandon School of Engineering

Tags

DTIC Thesaurus Topics

  • Computer Programming
  • Computers
  • Differential Equations
  • Digital Computers
  • Dynamic Programming
  • Equations
  • Inclusions
  • Mathematics
  • Optimization
  • Partial Differential Equations
  • Probability
  • Trajectories

Fields of Study

  • Mathematics

Readers

  • Control Systems Engineering.
  • Operations Research
  • Regression Analysis.

Technology Areas

  • Space
  • Space - Spacecraft Maneuvers