Distributed Wiener-Poisson control †
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Publication:3953675
DOI10.1080/00207178208932872zbMath0491.93068MaRDI QIDQ3953675
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
bang-bang control; distributed parameter system; optimal closed-loop control; quadratic cost functional
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.)
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Minimizing or maximizing the first-passage time to a time-dependent boundary, Finite fuel Wiener-Poisson control
Cites Work