Optimal boundary control for a linear stochastic distributed parameter system using functional analysis
作者： S. Omatu , H. Shibata , S. Hata
DOI: 10.1016/S0019-9958(74)80040-9
关键词:
摘要: So as to investigate the optimal control problem for a class of stochastic distributed parameter systems, we newly introduce methods using functional analysis. We derive Hamilton-Jacobi equation in Hilbert space and treat boundary with quadratic cost linear system subject both additive statedependent noises. Furthermore from viewpoint design techniques controller, briefly discuss pointwise problem.
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