Singular and Bang-Bang Stochastic Control

Abstract

The proposal which formed the basis for this grant consisted of three parts: research on singular stochastic control, research on bang-band stochastic control, and the creation of a graduate text which would make these two topics widely accessible. Significant progress has been made in the two research areas, although a number of important questions remain. The proposed graduate text has been completed and a copy was provided to the Air Force Office of Scientific Research in December 1987. We discuss each of these three topics in turn.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1988
Accession Number
ADA208627

Entities

People

  • Steven E. Shreve

Organizations

  • Carnegie Mellon University

Tags

Communities of Interest

  • Space

DTIC Thesaurus Topics

  • Air Force
  • Brownian Motion
  • Classification
  • Control Systems
  • Control Theory
  • Differential Equations
  • Displacement
  • Engineering
  • Equations
  • Equations Of State
  • Mathematics
  • Scientific Research
  • Security
  • Stochastic Control
  • Two Dimensional
  • White Noise

Readers

  • Control Systems Engineering.
  • Technical Research and Report Writing.
  • Theoretical Analysis.