Accession Number : AD0705609

Title :   A FIXED CONFIGURATION APPROACH TO STOCHASTIC CONTROL,

Corporate Author : SOUTHERN METHODIST UNIV DALLAS TEX INFORMATION AND CONTROL SCIENCES CENTER

Personal Author(s) : Sims,Craig S. ; Melsa,James L.

Report Date : 05 JAN 1970

Pagination or Media Count : 104

Abstract : A general two-point boundary-value problem (TPBVP) formulation is developed for a large class of stochastic optimization problems under a variety of control structure specifications. The application of the fixed-configuration technique to the stochastic linear regulator problem, and a class of stochastic nonlinear regulator problems is investigated. In the nonlinear case, analysis is not exact, and evaluation of the use of the method is with respect to the particular problem considered. The results obtained by investigating application of the fixed-configuration method to the stochastic linear regulator problem are of a more general nature. Some useful aspects of the approach are: (1) Alternate derivations of familiar optimal results are obtained. (2) It is shown that the optimal controller is not unique. (3) Simplified lower control structures are shown to be feasible. On the particular example investigated, near optimal results are obtained when a lower order control structure is used. (Author)

Descriptors :   (*CONTROL SYSTEMS, MATHEMATICAL MODELS), STOCHASTIC PROCESSES, BOUNDARY VALUE PROBLEMS, ADAPTIVE CONTROL SYSTEMS, NONLINEAR SYSTEMS, OPTIMIZATION

Subject Categories : Statistics and Probability
      Test Facilities, Equipment and Methods

Distribution Statement : APPROVED FOR PUBLIC RELEASE