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NONLINEAR SYSTEM ANALYSIS AND SYNTHESIS. PART II. STUDY OF THE LUR'E PROBLEM AND OF STOCHASTIC OPTIMAL CONTROL,
MARTIN CO BALTIMORE MD RESEARCH INST FOR ADVANCED STUDIES
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Research was mainly concerned with a The construction of Lyapunov functions by machine methods, especially as regards the so-called problem of Lure. b The formulation of stochastic optimization problems. Research topics presented in this report are General Discussion On the absolute stability of sampled-data control systems On the absolute stability of a system of finite difference equations On the absolute stability of a nonlinear sampled-data system Irreducible realizations and the degree of a matrix of rational functions Resolution of the Problem of Lure General Discussion Near Optimal control in the presence of small stochastic perturbations On the differential equations satisfied by conditional probability densities of Markov processes, with applications On the stochastic maximum principle fixed-time of control A time-domain successive approximation method for some linear optimal stochastic systems. Author
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