
Accession Number : AD0664810
Title : STOCHASTIC PROGRAMS IN ABSTRACT SPACES,
Corporate Author : BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH MATHEMATICS RESEARCH LAB
Personal Author(s) : Van Slyke,Richard M. ; Wets,Roger J.B.
Report Date : OCT 1967
Pagination or Media Count : 42
Abstract : The paper is a continuation of a previous article, 'Programming under Uncertainty and Stochastic Optimal Control,' (AD618 201), which was limited to linear operators with finite dimensional range; whereas the present paper does not impose such a restriction on the class of admissible operators. In the context of optimal control this means that the theory developed here encompasses control problems whose dynamics are described by partial differential equations as well as control problems with state space constraints. In addition to the derivation of the properties of this problem, one section is devoted to developing in some detail the relations between the midcourse manoeuvre control problem and the minimum error problem on the one hand, and stochastic programs in abstract spaces on the other hand.
Descriptors : (*OPTIMIZATION, CONTROL), (*MATHEMATICAL PROGRAMMING, STOCHASTIC PROCESSES), OPERATORS(MATHEMATICS), PARTIAL DIFFERENTIAL EQUATIONS, MEASURE THEORY, LINEAR PROGRAMMING, PROBABILITY, CONVEX SETS, BANACH SPACE, FUNCTIONS(MATHEMATICS), UNCERTAINTY, THEOREMS
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE