Accession Number:

ADA102478

Title:

Problems in Optimal Filtering and Stochastic Control.

Descriptive Note:

Final scientific rept. 1 Jun 77-31 Mar 81,

Corporate Author:

PURDUE UNIV LAFAYETTE IND DEPT OF MATHEMATICS

Personal Author(s):

Report Date:

1981-05-01

Pagination or Media Count:

28.0

Abstract:

In this research we continue our investigations of approximation techniques for a wide class of discrete and continuous time stochastic control problems. Emphasis is placed on the development and theoretical justification of techniques which yield computationally tractable algorithms that answer the following 1 approximations to the optimal cost and the cost of using particular control 2 approximations to the optimal control 3 evaluation of the relative performance of two controls and 4 estimates for the deterioration in system performance due to the failure to observe system components. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE