DocumentCode
3049227
Title
Two analytical problems arising in stochastic control
Author
Belbas, S.A. ; Lenhart, S.M.
Author_Institution
University of Maryland, College Park, Maryland
fYear
1982
fDate
8-10 Dec. 1982
Firstpage
1324
Lastpage
1326
Abstract
We study the problems of optimal switching control of diffusion processes with additional obstacles and switching control of random evolutions.
Keywords
Control systems; Cost function; Diffusion processes; Educational institutions; Mathematics; Optimal control; Power system control; Power system security; Stochastic processes; Switches;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1982 21st IEEE Conference on
Conference_Location
Orlando, FL, USA
Type
conf
DOI
10.1109/CDC.1982.268375
Filename
4047478
Link To Document