On the Optimal Control of Diffusion Processes.

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Abstract:

The author considers three problems in the optimal control of diffusion processes. The first is that of optimally controlling a diffusion process on a compact interval. The second problem is that of optimally controlling a diffusion process on a bounded subset of Euclidean n-space, with refledtion on the boundary. The last problem arises in controlling a continuous time production process. Author

Author(s):
Puterman, Martin L.
Author Organization(s):
STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH
Descriptive Note:
Technical rept.,
Pagination:
0092

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
TR-24, TR-14
Contract/Grant Number(s):
N00014-67-A-0112-0050, NSF-GK-18339
Project Number(s):
NR-042-264
 Subject Terms
Communities of Interest:
Materials and Manufacturing Processes
Descriptor(s):
(*INVENTORY CONTROL, MATHEMATICAL MODELS), (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), DIFFUSION, PARTIAL DIFFERENTIAL EQUATIONS, ANALYTIC FUNCTIONS, TIME LAG THEORY, STOCHASTIC PROCESSES, DYNAMIC PROGRAMMING, MEASURE THEORY, MATRICES(MATHEMATICS), FUNCTIONAL ANALYSIS, THEOREMS
Field(s)/Group(s):
Sociology and Law, Statistics and Probability, Operations Research
Keyword(s):
STATISTICAL PROCESSES, AUTOMATIC, CONTROL, *CONTROL THEORY
Report Date:
1972 Aug 20