STOCHASTIC OPTIMAL CONTROL.

Abstract

The area of stochastic optimal control was divided functionally into two separate areas: (1) stochstic control and (2) optimal control. In this manner research was done in: (1) The Optimization and Simulation of Linear Stochastic Systems using a Stochastic Maximum Principle, (2) Hybrid Computer Simulation of a Stochastic System, (3) Suboptimal Filter and Filter Sensitivity for Stochastic Parameter Systems, (4) Treatise on Pontryagin's Maximum Principle, and (5) Mathematics of Stochastic Modeling with Applications to Stochastic Parameter Sensitivity. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 15, 1969
Accession Number
AD0703939

Entities

People

  • Earl D. Eyman

Organizations

  • University of Iowa

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computer Simulations
  • Computers
  • Control Simulators
  • Hybrid Computers
  • Mathematics
  • Optimization
  • Sensitivity
  • Simulations
  • Simulators

Readers

  • Computational Modeling and Simulation
  • Operations Research
  • Systems Analysis and Design