Accession Number:

AD0720341

Title:

Linear Stochastic Singular Control Problems.

Descriptive Note:

Technical rept.,

Corporate Author:

HARVARD UNIV CAMBRIDGE MASS DIV OF ENGINEERING AND APPLIED PHYSICS

Personal Author(s):

Report Date:

1971-02-01

Pagination or Media Count:

17.0

Abstract:

The explicit feedback control law for the singular linear-quadratic-gaussian stochastic control problem is derived. The interesting implication of the control law in terms of information pattern is discussed. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE