Accession Number : ADA116215

Title :   Bifurcation and Optimal Stochastic Control.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Lions,P L

PDF Url : ADA116215

Report Date : Mar 1982

Pagination or Media Count : 48

Abstract : Two questions concerning bifuraction theory and optimal stochastic control are considered. First, in a few examples, we give the interpretation of a bifurcation in terms of optimal stochastic control. Next, we introduce the analogue of the lowest eigenvalue for the nonlinear operator associated with the Hamilton-Jacobi-Bellman equations of Optimal Stochastic Control. (Author)

Descriptors :   *Stochastic control, *Stochastic processes, Optimization, Eigenvalues, Nonlinear systems, Operators(Mathematics), Hamiltonian functions, Theory, Constants

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE