Distributed Wiener-Poisson Control.

Abstract

A one-dimensional Wiener plus independent Poisson control problem with state governed by a partial differential equation has integrated discounted quadratic cost function and asymmetric bounds on the control, which is a function of the current state. A Bellman equation and maximum principle for partial differential equations are used to obtain the optimal closed loop control in bang-bang form. The finite and infinite integral quadratic cost functions are treated separately.

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Document Details

Document Type
Technical Report
Publication Date
Sep 16, 1982
Accession Number
ADA133484

Entities

People

  • Howard Weiner

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Difference Equations
  • Differential Equations
  • Equations
  • Integrals
  • Military Research
  • New Jersey
  • New York
  • Partial Differential Equations
  • Statistics
  • Stochastic Processes
  • United States
  • United States Government
  • Universities
  • White Noise

Fields of Study

  • Mathematics

Readers

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