• DocumentCode
    3065191
  • Title

    Variational form of the optimality conditions for stochastic systems of variable structure

  • Author

    Belbas, S.A.

  • Author_Institution
    University of Alabama, Alabama
  • fYear
    1985
  • fDate
    11-13 Dec. 1985
  • Firstpage
    285
  • Lastpage
    286
  • Abstract
    We present a variational formulation of a coupled system of fully nonlinear partial differential equations with discontinuous coefficients. These equations arise in the optimal control of stochastic systems of variable structure.
  • Keywords
    Control systems; Cost function; Diffusion processes; Force control; Mathematics; Nonlinear equations; Optimal control; Partial differential equations; State-space methods; Stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1985 24th IEEE Conference on
  • Conference_Location
    Fort Lauderdale, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1985.268846
  • Filename
    4048287
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3065191