Free Boundary Control of Markov Processes

Abstract

The objective of this project was to further develop the theory of controlled diffusion processes and its applications. The main line of research deals with control of dissipative stochastic systems which can be viewed as a model of an aircraft under uncertain wind conditions or perturbation in the mechanical unit.

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Document Details

Document Type
Technical Report
Publication Date
Apr 13, 1992
Accession Number
ADA251770

Entities

People

  • Michael Taksar

Organizations

  • Stony Brook University

Tags

Communities of Interest

  • Air Platforms
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Applied Mathematics
  • Boundaries
  • Coefficients
  • Control Theory
  • Convex Sets
  • Differential Equations
  • Diffusion
  • Equations
  • Inventory
  • Manufacturing
  • Markov Processes
  • Mathematics
  • Operations Research
  • Probability
  • Random Variables
  • Stochastic Control
  • Stochastic Processes

Readers

  • Computational Modeling and Simulation
  • Control Systems Engineering.