STOCHASTIC PROGRAMS IN ABSTRACT SPACES,

Abstract

The paper is a continuation of a previous article, 'Programming under Uncertainty and Stochastic Optimal Control,' (AD-618 201), which was limited to linear operators with finite dimensional range; whereas the present paper does not impose such a restriction on the class of admissible operators. In the context of optimal control this means that the theory developed here encompasses control problems whose dynamics are described by partial differential equations as well as control problems with state space constraints. In addition to the derivation of the properties of this problem, one section is devoted to developing in some detail the relations between the mid-course manoeuvre control problem and the minimum error problem on the one hand, and stochastic programs in abstract spaces on the other hand.

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1967
Accession Number
AD0664810

Entities

People

  • Richard M. Van Slyke
  • Roger J-B Wets

Organizations

  • Boeing

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Computer Programming
  • Differential Equations
  • Dynamics
  • Equations
  • Maneuvers
  • Mathematical Analysis
  • Mathematics
  • Partial Differential Equations
  • Uncertainty

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Mathematical Modeling and Probability Theory.
  • Robotics and Automation.

Technology Areas

  • Space
  • Space - Spacecraft Maneuvers