STOCHASTIC OPTIMAL CONTROL.

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Abstract:

The area of stochastic optimal control was divided functionally into two separate areas 1 stochstic control and 2 optimal control. In this manner research was done in 1 The Optimization and Simulation of Linear Stochastic Systems using a Stochastic Maximum Principle, 2 Hybrid Computer Simulation of a Stochastic System, 3 Suboptimal Filter and Filter Sensitivity for Stochastic Parameter Systems, 4 Treatise on Pontryagins Maximum Principle, and 5 Mathematics of Stochastic Modeling with Applications to Stochastic Parameter Sensitivity. Author

Author(s):
Eyman, Earl D.
Author Organization(s):
IOWA UNIV IOWA CITY DEPT OF ELECTRICAL ENGINEERING
Descriptive Note:
Final rept. Dec 68-Oct 69,
Pagination:
0070

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Contract/Grant Number(s):
DA-ARO(D)-31-124-G1090
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*CONTROL SYSTEMS, MATHEMATICAL MODELS), FIRE CONTROL SYSTEMS, ANTIAIRCRAFT GUNS, LINEAR SYSTEMS, STOCHASTIC PROCESSES, OPTIMIZATION, SIMULATION, AUTOMATION, REPORTS
Field(s)/Group(s):
Statistics and Probability, Test Facilities, Equipment and Methods, Fire Control and Bombing Systems
Keyword(s):
MAXIMUM PRINCIPLE, AUTOMATIC, CONTROL, HYBRID SIMULATION, KALMAN BUCY FILTER, *STOCHASTIC CONTROL THEORY, STOCHASTIC DIFFERENTIAL EQUATIONS, CONTROL THEORY
Report Date:
1969 Dec 15