Note sur le Feedback Instantane Optimal (Note of Instantaneous Optimal Feedback),

Abstract

A generalized form of the stochastic Hamilton Jacobi Bellman partial differential equation is derived. It is used to solve the classical linear quadratic problem with noisy dynamics when the class of admissible control functions is reduced to an instantaneous feedback of possibly noisy observations. Some convenient rules of differentiation with respect to non scalar variables are appended, with application to the minimization of the hamiltonian encountered in the above problem. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1972
Accession Number
AD0741579

Entities

People

  • P. Bernhard

Organizations

  • Mines ParisTech

Tags

DTIC Thesaurus Topics

  • Differential Equations
  • Dynamics
  • Equations
  • Feedback
  • Mathematical Analysis
  • Mathematics
  • Observation
  • Partial Differential Equations

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)