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