Accession Number:

ADA133484

Title:

Distributed Wiener-Poisson Control.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s):

Report Date:

1982-09-16

Pagination or Media Count:

19.0

Abstract:

A one-dimensional Wiener plus independent Poisson control problem with state governed by a partial differential equation has integrated discounted quadratic cost function and asymmetric bounds on the control, which is a function of the current state. A Bellman equation and maximum principle for partial differential equations are used to obtain the optimal closed loop control in bang-bang form. The finite and infinite integral quadratic cost functions are treated separately.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE