Stochastic Control of Systems Governed by Partial Differential Equations.
Abstract
A theory is given of stochastic control (Linear Quadratic Regulator) of systems governed by partial differential equations featuring both control and random disturbance on the boundary, exploiting the theory of semigroups of linear operators and using white noise theory in place of Wiener process theory.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1975
- Accession Number
- ADA015916
Entities
People
- A.V. Balakrishnan
Organizations
- University of California, Los Angeles