Accession Number : AD0748612
Title : On the Optimal Control of Diffusion Processes.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH
Personal Author(s) : Puterman,Martin L.
Report Date : 20 AUG 1972
Pagination or Media Count : 92
Abstract : The author considers three problems in the optimal control of diffusion processes. The first is that of optimally controlling a diffusion process on a compact interval. The second problem is that of optimally controlling a diffusion process on a bounded subset of Euclidean n-space, with refledtion on the boundary. The last problem arises in controlling a continuous time production process. (Author)
Descriptors : (*INVENTORY CONTROL, MATHEMATICAL MODELS), (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), DIFFUSION, PARTIAL DIFFERENTIAL EQUATIONS, ANALYTIC FUNCTIONS, TIME LAG THEORY, STOCHASTIC PROCESSES, DYNAMIC PROGRAMMING, MEASURE THEORY, MATRICES(MATHEMATICS), FUNCTIONAL ANALYSIS, THEOREMS
Subject Categories : Sociology and Law
Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE