DocumentCode
3074473
Title
On the optimal control for stochastic one phase Stefan problem
Author
Aihara, S.I. ; Ishikawa, M. ; Sunahara, Y.
Author_Institution
Kyoto Institute of Technology, Kyoto, Japan
fYear
1986
fDate
10-12 Dec. 1986
Firstpage
499
Lastpage
504
Abstract
This paper is concerned with the optimal control for stochastic one phase Stefan problem where the cost functional is quadratic with respect to the state and control. One phase Stefan problem with random disturbance is formulated as the stochastic variational inequality. After studying the existence and uniqueness of a solution of the stochastic variational inequality, the necessary condition of optimality for control problem is derived.
Keywords
Cost function; Differential equations; Ice; Optimal control; Partial differential equations; Space technology; Stochastic processes; Stochastic resonance; Stochastic systems; Temperature control;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1986 25th IEEE Conference on
Conference_Location
Athens, Greece
Type
conf
DOI
10.1109/CDC.1986.267329
Filename
4048796
Link To Document