• DocumentCode
    845417
  • Title

    A simple stochastic control problem with anticipation

  • Author

    Yoneyama, T.

  • Author_Institution
    Instituto Tecnológico de Aeronáutica, São José dos Campos-SP, Brazil
  • Volume
    29
  • Issue
    6
  • fYear
    1984
  • fDate
    6/1/1984 12:00:00 AM
  • Firstpage
    559
  • Lastpage
    560
  • Abstract
    We consider in this note a particular case of the problem of stochastic optimal control when the state noise is a Brownian motion process (w_{z}), z \\in [0,1] and the value of (w1) is known a priori. An example of application is given in terms of spatial noises.
  • Keywords
    Stochastic optimal control, linear systems; Bridges; Control systems; Cost function; Equations; Estimation error; Notice of Violation; Optimal control; Process control; Stochastic processes; Vehicle dynamics;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1984.1103589
  • Filename
    1103589
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=845417