Accession Number:

ADA070038

Title:

Numerical Methods and Approximation and Modelling Problems in Stochastic Control Theory.

Descriptive Note:

Final rept. 1 Jul 77-30 Jun 78,

Corporate Author:

BROWN UNIV PROVIDENCE R I LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS

Report Date:

1979-01-01

Pagination or Media Count:

7.0

Abstract:

Research was done on diffusion processes depending on small parameters and on optimal stochastic control. Another area of research was in measure-valued diffusion processes. Work was completed in the area of stochastic control and in optimality conditions for stochastic systems under partial observations. Work was completed dealing with the approximation and computational problem for the average cost per unit time problem for a diffusion model. A monograph was published dealing with constrained and unconstrained problems of the stochastic approximation type. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE