Accession Number : ADA115393

Title :   On Asymmetric Stochastic Bang-Bang Control.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s) : Weiner,Howard J

PDF Url : ADA115393

Report Date : 06 Apr 1982

Pagination or Media Count : 12

Abstract : Three stochastic bang-bang control problems, the predicted miss, the linear regulator, and a complete observation model are shown to have formally similar solutions under asymmetric boundedness condition on the control u(t), O t T.

Descriptors :   *Stochastic control, Control theory, Asymmetry, Differential equations, Theorems

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE