Problems in Optimal Filtering and Stochastic Control.

Abstract

In this research we continue our investigations of approximation techniques for a wide class of discrete and continuous time stochastic control problems. Emphasis is placed on the development and theoretical justification of techniques which yield computationally tractable algorithms that answer the following: (1) approximations to the optimal cost and the cost of using particular control; (2) approximations to the optimal control; (3) evaluation of the relative performance of two controls; and (4) estimates for the deterioration in system performance due to the failure to observe system components. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
May 01, 1981
Accession Number
ADA102478

Entities

People

  • Charles J. Holland

Organizations

  • Purdue University

Tags

Communities of Interest

  • Space

DTIC Thesaurus Topics

  • Algorithms
  • Computational Fluid Dynamics
  • Computational Science
  • Control Systems
  • Differential Equations
  • Diffusion
  • Eigenvalues
  • Eigenvectors
  • Equations
  • Filtration
  • Mathematics
  • Nonlinear Analysis
  • Partial Differential Equations
  • Probability
  • Stationary
  • Stochastic Control
  • Stochastic Processes

Readers

  • Life Cycle Cost Analysis
  • Statistical inference.