Asymmetric Weiner-Poisson Control.

Abstract

A one-dimensional Wiener plus independent Poisson control problem with asymmetric constant bounds on the control and integral discounted quadratic cost function is considered. The resultant Bellman equation is solved when two homogeneous partial differential-difference equations are solvable and when the Bellman function satisfies certain matching and boundary conditions. These sufficient conditions would allow the optimal control to be expressed in bang-bang form. (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 24, 1984
Accession Number
ADA142452

Entities

People

  • H. Weiner

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Boundaries
  • California
  • Construction
  • Difference Equations
  • Equations
  • Governments
  • Integrals
  • Intervals
  • Standards
  • Statistics
  • Stochastic Processes
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Operations Research