Accession Number:

ADA281219

Title:

Stochastic Control and Nonlinear Estimation

Descriptive Note:

Final technical rept. 1 Apr 1992-31 Mar 1994

Corporate Author:

BROWN UNIV PROVIDENCE RI DIV OF APPLIED MATHEMATICS

Report Date:

1994-05-19

Pagination or Media Count:

6.0

Abstract:

W.H. Flemings work during this period concerned risk sensitive stochastic control, and related questions about differential games. This theory- provides a link between stochastic and deterministic robust control approaches to disturbance attenuation problems. H.J.Kushners work developed efficient, general stochastic approximation methods for improving the operation of continuous or discrete event dynamical systems over a long time period. Applications to communication problems include large controlled multiplexing systems, which are approximated by diffusion type processes. The method yields a very efficient way of approximation as well as good numerical methods.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE