DYNAMIC-PROGRAMMING APPROACH TO STOCHASTIC EVOLUTION EQUATIONS

被引：73

作者：

ICHIKAWA, A ^{[1
]}

机构：

[1] UNIV WARWICK,CTR CONTROL THEORY,COVENTRY CV4 7AL,WARWICKSHIRE,ENGLAND

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1979年 / 17卷 / 01期

关键词：

Compendex;

D O I：

10.1137/0317012

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Stochastic regulator problems and optimal stationary control as well as stability are studied for inifinite dimensional systems with state and control dependent noise. The stochastic model is described by a semigroup and Wiener processes in Hilbert space and W. M. Wonham's approach using differential generators and dynamic programming is extended to infinite dimensions.

引用

页码：152 / 174

页数：23

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