Wiener-Poisson Control Problems.

Abstract

A one-dimensional Wiener plus independent Poisson control process has integrated, discounted non-quadratic cost function with asymmetric bounds on the non-anticipative control, assumed to be a function the current state. A Bellman equation and maximum principle for partial differential-difference equations may be used to obtain the optimal closed loop control if some assumptions on the asymptotic behavior of certain partial differential-difference equations are met. The finite and infinite integral cases are treated separately. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 22, 1983
Accession Number
ADA135943

Entities

People

  • H. 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
  • Probability
  • Stochastic Control
  • Stochastic Processes
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

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