
Accession Number : ADA192712
Title : Approximations and Optimal Control for the Pathwise Average Cost per Unit Time and Discounted Problems for Wideband Noise Driven Systems,
Corporate Author : BROWN UNIV PROVIDENCE RI LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS
Personal Author(s) : Kushner, Harold J
PDF Url : ADA192712
Report Date : Jan 1988
Pagination or Media Count : 35
Abstract : Average cost per unit time (over an infinite time horizon) optimal control problems for diffusion and other Markov models have been dealt with in various ways. We treat such a problem for 'wideband noise driven' and related systems, which are 'close' to a diffusion, and when the average is in the pathwise but not necessarily in the mean value sense. The general method works for many other classes of processes which are suitable approximated by an appropriate controlled Markov process. The results have applications to many other problems where pathwise averages are important, and the noises are 'wideband'.
Descriptors : *BROADBAND, *COST ANALYSIS, CONTROL, COSTS, MARKOV PROCESSES, MATHEMATICAL MODELS, OPTIMIZATION, TIME, APPLIED MATHEMATICS, WHITE NOISE
Subject Categories : Electrical and Electronic Equipment
Numerical Mathematics
Distribution Statement : APPROVED FOR PUBLIC RELEASE