• DocumentCode
    1743636
  • Title

    An asymptotic expansion in a 3-dimensional degenerated control problem with finite horizon

  • Author

    Marchetti, Charles

  • Author_Institution
    Inst. for Syst. Res., Maryland Univ., College Park, MD, USA
  • Volume
    4
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    3357
  • Abstract
    We study a degenerate nonlinear optimal stochastic control problem with finite horizon. Using the Hamilton-Jacobi-Bellman equation, we find an asymptotic expansion for this solution of this problem
  • Keywords
    multidimensional systems; nonlinear control systems; optimal control; stochastic systems; 3D degenerate control problem; Hamilton-Jacobi-Bellman equation; asymptotic expansion; degenerate nonlinear optimal stochastic control problem; finite horizon; Control systems; Cost function; Diffusion processes; Displacement control; Educational institutions; Equations; Friction; Roads; Stochastic processes; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
  • Conference_Location
    Sydney, NSW
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-6638-7
  • Type

    conf

  • DOI
    10.1109/CDC.2000.912221
  • Filename
    912221
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1743636