A Satellite Control Problem.

Abstract

A numerical approach is described for calculating the optimal policy in the stochastic control problem of keeping a satellite close to a fixed point in space when it is subject to random forces. The random forces are modelled by Brownian Motion. A policy is evaluated in terms of its long run expected average cost. The running costs consist of a charge for fuel used plus a charge of x sub 1 squared per unit of time when the satellite is x sub 1 units away from the target. The space is one-dimensional. The method used is to apply backward induction to a bounded discrete space, discrete time version of the problem. Incidentally a solution is presented for the deterministic version of the problem where there are no random forces.

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Document Details

Document Type
Technical Report
Publication Date
Dec 22, 1977
Accession Number
ADA049510

Entities

People

  • A. John Petkau
  • Herman Chernoff

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Space

DTIC Thesaurus Topics

  • Brownian Motion
  • Computations
  • Differential Equations
  • Equations
  • Interpolation
  • Iterations
  • Mathematics
  • Military Research
  • Numerical Analysis
  • Partial Differential Equations
  • Probability
  • Probability Distributions
  • Quadrants
  • Random Variables
  • Simulations
  • Stochastic Control
  • Time Intervals

Readers

  • Approximation Theory.
  • Systems Analysis and Design
  • Wave Propagation and Nonlinear Chaotic Dynamics.

Technology Areas

  • Space
  • Space - Spacecraft Maneuvers