ON THE EXISTENCE OF OPTIMAL RANDOM CONTROLS.

Abstract

The existence of optimal control for a stochastic control problem is proven. The control problem studied is an open-loop problem and the system is governed by a stochastic integral equation with memory. A class of random generalized controls is introduced and it is shown that in this class there is a control which minimizes the expectation of a semi-continuous functional. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1968
Accession Number
AD0681481

Entities

People

  • H. Becker
  • V. Mandrekar

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Equations
  • Integral Equations
  • Integrals
  • Mathematics
  • Stochastic Control

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Robotics and Automation.