Accession Number : ADA192401

Title :   Free Boundary Control of the Markov Process.

Descriptive Note : Final rept. 15 Jul-15 Dec 87,

Corporate Author : FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s) : Taksar, Michael

PDF Url : ADA192401

Report Date : 04 Jan 1988

Pagination or Media Count : 5

Abstract : The investigator made progress extending the theory of free boundary control (or singular control) to the multidimensional case. Two papers were submitted for publication: Optimal corrections problem of a multidimensional stochastic system and Deterministic equivalents for a continuous linear-convex stochastic control problem.

Descriptors :   *MARKOV PROCESSES, *STOCHASTIC CONTROL, BOUNDARIES, CONTROL, CORRECTIONS, OPTIMIZATION, STOCHASTIC PROCESSES, AUTOMATIC PILOTS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE