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