Title :
A stochastic control problem in the two-sphere
Author :
Duncan, T.E. ; Pasik-Duncan, B.
Author_Institution :
Dept. of Math., Univ. of Kansas, Lawrence, KS, USA
Abstract :
A control problem is formulated and solved for a stochastic system that evolves in the unit sphere in Euclidean three space. The cost functional depends on the system state only by its Riemannian distance from a point called the origin. An explicit optimal control is obtained by expressing the cost as a squared term in the control from which the optimal control and the optimal cost follow directly.
Keywords :
optimal control; stochastic systems; Euclidean three space; Riemannian distance; cost functional; optimal control; stochastic control problem; stochastic system; Aerospace electronics; Equations; Measurement; Optimal control; Process control; Stochastic systems; solvable stochastic control problems; stochastic control in a sphere; stochastic control in compact manifolds;
Conference_Titel :
Control Applications (CCA), 2012 IEEE International Conference on
Conference_Location :
Dubrovnik
Print_ISBN :
978-1-4673-4503-3
Electronic_ISBN :
1085-1992
DOI :
10.1109/CCA.2012.6402407
