Accession Number : ADA137565

Title :   Stationary Stochastic Asymmetric Control.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s) : Weiner,H

PDF Url : ADA137565

Report Date : 18 Jan 1984

Pagination or Media Count : 11

Abstract : This document describes a one-dimensional problem which deals with the minimization of a cost function. Generalizations to a multi-dimensional case are mentioned.

Descriptors :   *Stochastic control, *Stochastic processes, Asymmetry, Costs, One dimensional, Stationary, Optimization

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE