Title :
Two analytical problems arising in stochastic control
Author :
Belbas, S.A. ; Lenhart, S.M.
Author_Institution :
University of Maryland, College Park, Maryland
Abstract :
We study the problems of optimal switching control of diffusion processes with additional obstacles and switching control of random evolutions.
Keywords :
Control systems; Cost function; Diffusion processes; Educational institutions; Mathematics; Optimal control; Power system control; Power system security; Stochastic processes; Switches;
Conference_Titel :
Decision and Control, 1982 21st IEEE Conference on
Conference_Location :
Orlando, FL, USA
DOI :
10.1109/CDC.1982.268375
