
Accession Number : AD0634831
Title : CONTINUOUS CONTROL WITH STOCHASTIC SHOPPING TIME,
Corporate Author : RAND CORP SANTA MONICA CALIF
Personal Author(s) : Klinger, Allen
Report Date : JUN 1966
Pagination or Media Count : 28
Abstract : The criterion for a continuous control process whose stopping time is a random variable of known cumulative probability distribution is expressed as a single improper integral. (Physical examples of interrupted control situations are: regulator component failure, catalyst deterioration, space vehicle midcourse guidance, and random waiting for a digital computer used in the control of several systems.) A necessary condition for an optimal trajectory is derived, shown to be timeinvariant only for the exponential probability law, and related to reliability theory. The optimal feedback control law, optimal trajectory, and minimum expected cost are presented for timeinvariant linear systems with quadratic cost and exponentially distributed stopping time. A simple condition on the feedback rule for timevarying linear systems with arbitrary stopping time probability distribution is derived. A connection with the deterministic theory is established via the limit as the variance approaches zero. (Author)
Descriptors : (*STOCHASTIC PROCESSES, *CONTROL), PROBABILITY
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE