Title :
Variational form of the optimality conditions for stochastic systems of variable structure
Author_Institution :
University of Alabama, Alabama
Abstract :
We present a variational formulation of a coupled system of fully nonlinear partial differential equations with discontinuous coefficients. These equations arise in the optimal control of stochastic systems of variable structure.
Keywords :
Control systems; Cost function; Diffusion processes; Force control; Mathematics; Nonlinear equations; Optimal control; Partial differential equations; State-space methods; Stochastic systems;
Conference_Titel :
Decision and Control, 1985 24th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
DOI :
10.1109/CDC.1985.268846
