Numerical Methods and Approximation and Modelling Problems in Stochastic Control Theory.

Abstract

Research was done on diffusion processes depending on small parameters and on optimal stochastic control. Another area of research was in measure-valued diffusion processes. Work was completed in the area of stochastic control and in optimality conditions for stochastic systems under partial observations. Work was completed dealing with the approximation and computational problem for the average cost per unit time problem for a diffusion model. A monograph was published dealing with constrained and unconstrained problems of the stochastic approximation type. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1979
Accession Number
ADA070038

Entities

People

  • Harold J. Kushner
  • Wendell Fleming

Organizations

  • Brown University

Tags

Communities of Interest

  • Space

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Applied Mathematics
  • Control Theory
  • Differential Equations
  • Diffusion
  • Equations
  • Markov Processes
  • Mathematics
  • Partial Differential Equations
  • Probability
  • Rhode Island
  • Scientific Research
  • Stochastic Control
  • Stochastic Processes
  • Time Intervals

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Technical Research and Report Writing.