
Accession Number : AD0741579
Title : Note sur le Feedback Instantane Optimal (Note of Instantaneous Optimal Feedback),
Corporate Author : ECOLE NATIONALE SUPERIEURE DES MINES DE PARIS FONTAINEBLEAU (FRANCE) CENTRE D'AUTOMATIQUE
Personal Author(s) : Bernhard,P.
Report Date : JAN 1972
Pagination or Media Count : 14
Abstract : A generalized form of the stochastic Hamilton Jacobi Bellman partial differential equation is derived. It is used to solve the classical linear quadratic problem with noisy dynamics when the class of admissible control functions is reduced to an instantaneous feedback of possibly noisy observations. Some convenient rules of differentiation with respect to non scalar variables are appended, with application to the minimization of the hamiltonian encountered in the above problem. (Author)
Descriptors : (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), PARTIAL DIFFERENTIAL EQUATIONS, STOCHASTIC PROCESSES, MATRICES(MATHEMATICS), NUMERICAL ANALYSIS, FRANCE, FEEDBACK, OPTIMIZATION
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE