• DocumentCode
    3084877
  • Title

    Optimal control for systems modeled by stochastic variational inequalities

  • Author

    Aihara, Shin ; Yoshifumi Sunahara

  • Author_Institution
    Kyoto Institute of Technology, Kyoto, Japan
  • Volume
    26
  • fYear
    1987
  • fDate
    9-11 Dec. 1987
  • Firstpage
    780
  • Lastpage
    785
  • Abstract
    We study the optimal control problem where the system is modeled by a stochastic variational in equality with obstacle for the quadratic cost functional with respect to the state and control variables. After showing the existence of a unique continuous solution of stochastic variational inequality, the explicit form of the so called adjoint equation is given.
  • Keywords
    Cost function; Design engineering; Differential equations; Erbium; Integral equations; Linear systems; Optimal control; Robustness; Stochastic processes; Stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1987. 26th IEEE Conference on
  • Conference_Location
    Los Angeles, California, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1987.272497
  • Filename
    4049374
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3084877