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]](/images/tex/3458.gif)
and the value of (w1 ) is known a priori. An example of application is given in terms of spatial noises.
and the value of (wKeywords :
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 :
