Free Boundary Control of the Markov Process.

Abstract

The investigator made progress extending the theory of free boundary control (or singular control) to the multidimensional case. Two papers were submitted for publication: Optimal corrections problem of a multidimensional stochastic system and Deterministic equivalents for a continuous linear-convex stochastic control problem.

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Document Details

Document Type
Technical Report
Publication Date
Jan 04, 1988
Accession Number
ADA192401

Entities

People

  • Michael Taksar

Organizations

  • Florida State University

Tags

Communities of Interest

  • Air Platforms
  • Biomedical

DTIC Thesaurus Topics

  • Air Force
  • Bankruptcy
  • Boundaries
  • Brownian Motion
  • Classification
  • Governments
  • Intervals
  • Linear Systems
  • Markov Processes
  • National Governments
  • Probability
  • Procurement
  • Scientific Research
  • Stochastic Control
  • Therapy
  • Time Intervals
  • Trajectories

Fields of Study

  • Mathematics

Readers

  • Fluid Dynamics.
  • Statistical inference.
  • Technical Research and Report Writing.