• DocumentCode
    2411641
  • Title

    Dynamic optimization: a grand unification

  • Author

    Davis, Mark H A

  • Author_Institution
    Centre for Process Syst. Eng., Imperial Coll., London, UK
  • fYear
    1992
  • fDate
    1992
  • Firstpage
    2035
  • Abstract
    It is commonly thought that deterministic control is in principle a special case of stochastic control. It is argued that actually the inclusion is the reverse: without the characteristic nonanticipativity requirement a stochastic problem is equivalent to a family of deterministic problems (one for each ω), and nonanticipativity can be enforced by bringing in a suitable Lagrange multiplier
  • Keywords
    optimal control; optimisation; stochastic systems; Lagrange multiplier; deterministic control; deterministic problems; stochastic control; stochastic problem; Control systems; Educational institutions; Lagrangian functions; Process control; Regulators; Stochastic processes; Stochastic resonance; Stochastic systems; Systems engineering and theory; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
  • Conference_Location
    Tucson, AZ
  • Print_ISBN
    0-7803-0872-7
  • Type

    conf

  • DOI
    10.1109/CDC.1992.371439
  • Filename
    371439
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2411641