On the Optimal Control of Diffusion Processes.

Abstract

The author considers three problems in the optimal control of diffusion processes. The first is that of optimally controlling a diffusion process on a compact interval. The second problem is that of optimally controlling a diffusion process on a bounded subset of Euclidean n-space, with refledtion on the boundary. The last problem arises in controlling a continuous time production process. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 20, 1972
Accession Number
AD0748612

Entities

People

  • Martin L. Puterman

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Boundaries
  • Diffusion
  • Intervals

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Operations Research

Technology Areas

  • Space
  • Space - Spacecraft Maneuvers