Distributed Wiener-Poisson control †

DOI10.1080/00207178208932872MaRDI QIDQ3953675zbMATH OpenOpenAlexFDO

Authors Howard J. Weiner

Publication date 1982

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178208932872

zbMATH Keywords

bang-bang controldistributed parameter systemoptimal closed-loop controlquadratic cost functional

Mathematics Subject Classification ID

Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Optimality conditions for problems involving randomness (49K45) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3628142 (Why is no real title available?)
• scientific article; zbMATH DE number 3233089 (Why is no real title available?)
• Optimal discounted linear control of the Wiener process

Cited in

(2)

• Finite fuel Wiener-Poisson control
• Minimizing or maximizing the first-passage time to a time-dependent boundary

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