Title :
An asymptotic expansion in a 3-dimensional degenerated control problem with finite horizon
Author :
Marchetti, Charles
Author_Institution :
Inst. for Syst. Res., Maryland Univ., College Park, MD, USA
Abstract :
We study a degenerate nonlinear optimal stochastic control problem with finite horizon. Using the Hamilton-Jacobi-Bellman equation, we find an asymptotic expansion for this solution of this problem
Keywords :
multidimensional systems; nonlinear control systems; optimal control; stochastic systems; 3D degenerate control problem; Hamilton-Jacobi-Bellman equation; asymptotic expansion; degenerate nonlinear optimal stochastic control problem; finite horizon; Control systems; Cost function; Diffusion processes; Displacement control; Educational institutions; Equations; Friction; Roads; Stochastic processes; White noise;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.912221
