Title :
Optimal control of discrete stochastic 2-D systems
Author_Institution :
Dept. of Math., Alabama Univ., Tuscaloosa, AL, USA
Abstract :
The author obtains dynamic programming equations for the control of a nonlinear stochastic finite-difference equation in “two-dimensional time”. The stochastic perturbations are random fields of “white noise” type on a two-dimensional lattice. Two different types of dynamic programming equations are obtained, corresponding to qualitatively different sets of admissible control policies
Keywords :
discrete time systems; dynamic programming; finite difference methods; nonlinear equations; optimal control; stochastic systems; white noise; 2D lattice; 2D time; admissible control policies; discrete stochastic 2D systems; dynamic programming equations; nonlinear stochastic finite-difference equation control; optimal control; stochastic perturbations; white noise type random fields; Control systems; Density measurement; Dynamic programming; Lattices; Nonlinear equations; Optimal control; Random variables; Stochastic processes; Stochastic resonance; Stochastic systems;
Conference_Titel :
System Theory, 1997., Proceedings of the Twenty-Ninth Southeastern Symposium on
Conference_Location :
Cookeville, TN
Print_ISBN :
0-8186-7873-9
DOI :
10.1109/SSST.1997.581716
