Distributed Wiener-Poisson control †

DOI10.1080/00207178208932872zbMath0491.93068MaRDI QIDQ3953675

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 control; distributed parameter system; optimal closed-loop control; quadratic cost functional

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

49K45: Optimality conditions for problems involving randomness

49K30: Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.)

Related Items

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

Cites Work

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• Optimal discounted linear control of the Wiener process