On Asymmetric Stochastic Bang-Bang Control.

Abstract

Three stochastic bang-bang control problems, the predicted miss, the linear regulator, and a complete observation model are shown to have formally similar solutions under asymmetric boundedness condition on the control u(t), O < t < T.

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Document Details

Document Type
Technical Report
Publication Date
Apr 06, 1982
Accession Number
ADA115393

Entities

People

  • Howard J. Weiner

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • California
  • Differential Equations
  • Equations
  • Governments
  • Military Research
  • Observation
  • Riccati Equation
  • Statistics
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Calculus or Mathematical Analysis