Accession Number : AD0681481
Title : ON THE EXISTENCE OF OPTIMAL RANDOM CONTROLS.
Descriptive Note : Technical summary rept.,
Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
Personal Author(s) : Becker,H. ; Mandrekar,V.
Report Date : JUN 1968
Pagination or Media Count : 27
Abstract : The existence of optimal control for a stochastic control problem is proven. The control problem studied is an open-loop problem and the system is governed by a stochastic integral equation with memory. A class of random generalized controls is introduced and it is shown that in this class there is a control which minimizes the expectation of a semi-continuous functional. (Author)
Descriptors : (*FUNCTIONAL ANALYSIS, CONTROL SYSTEMS), (*CONTROL SYSTEMS, *STOCHASTIC PROCESSES), MEASURE THEORY, INTEGRAL EQUATIONS, HILBERT SPACE, OPTIMIZATION, PROBABILITY, TOPOLOGY, THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE