Distributed Wiener-Poisson control †

DOI10.1080/00207178208932872zbMath0491.93068OpenAlexW2071658070MaRDI 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 controldistributed parameter systemoptimal closed-loop controlquadratic cost functional

Mathematics Subject Classification ID

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

Related Items (2)

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

Cites Work

• Optimal discounted linear control of the Wiener process
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