Optimal boundary control for a linear stochastic distributed parameter system using functional analysis

So as to investigate the optimal control problem for a class of stochastic distributed parameter systems, we newly introduce the methods using functional analysis. We derive the Hamilton-Jacobi equation in a Hilbert space and treat the optimal boundary control problem with the quadratic cost functio...

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Bibliographic Details
Published inInformation and control Vol. 24; no. 3; pp. 264 - 278
Main Authors Omatu, S., Shibata, H., Hata, S.
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.01.1974
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Summary:So as to investigate the optimal control problem for a class of stochastic distributed parameter systems, we newly introduce the methods using functional analysis. We derive the Hamilton-Jacobi equation in a Hilbert space and treat the optimal boundary control problem with the quadratic cost functional for a linear distributed parameter system subject to both additive and statedependent noises. Furthermore from the viewpoint of design techniques for the optimal controller, we briefly discuss the pointwise control problem.
ISSN:0019-9958
1878-2981
DOI:10.1016/S0019-9958(74)80040-9