Numerical Methods and Approximation and Modelling Problems in Stochastic Control Theory

Abstract

This is a summary of research completed during the period of this award, 1 October 1985-30 September 1988 by Fleming, Kushner together with associated postdoctoral and graduate student personnel. The research covers a number of problems in many areas of stochastic control, recursive stochastic algorithms, and related areas of analysis. It is part of a continuing research program pursued successfully for a number of years. The program has been motivated both by traditional applications in control and filtering and by newer areas of application arising in queueing/communication networks and production systems. Other research issues addressed include numerical methods for stochastic control and recursive algorithms for distributed and parallel processing and/or control. The work of Fleming and Kushner will be summarized in turn, with references to research publications supported under this award. (kr)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1988
Accession Number
ADA218419

Entities

People

  • Harold J. Kushner
  • Wendell Fleming

Organizations

  • Brown University

Tags

Communities of Interest

  • Human Systems
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Asymptotic Series
  • Communication Networks
  • Computational Science
  • Control Systems
  • Control Theory
  • Differential Equations
  • Equations
  • Filtration
  • Markov Processes
  • Mathematics
  • Partial Differential Equations
  • Probability
  • Production
  • Signal Processing
  • Stochastic Control

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Calculus or Mathematical Analysis
  • Technical Research and Report Writing.