Accession Number : ADA133484
Title : Distributed Wiener-Poisson Control.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CA DEPT OF STATISTICS
Personal Author(s) : Weiner,Howard
PDF Url : ADA133484
Report Date : 16 Sep 1982
Pagination or Media Count : 19
Abstract : A one-dimensional Wiener plus independent Poisson control problem with state governed by a partial differential equation has integrated discounted quadratic cost function and asymmetric bounds on the control, which is a function of the current state. A Bellman equation and maximum principle for partial differential equations are used to obtain the optimal closed loop control in bang-bang form. The finite and infinite integral quadratic cost functions are treated separately.
Descriptors : *Poisson equation, Stochastic processes, Theorems
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE