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