A direct method for optimization of stochastic distributed systems
โ Scribed by S.E Aidarous; M.A.R Ghonaimy
- Publisher
- Elsevier Science
- Year
- 1975
- Tongue
- English
- Weight
- 393 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0005-1098
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โฆ Synopsis
The problem of optimal control for distributed system with stochastic distributed disturbance is considered. A direct method, based on expanding each control function in terms of a complete set of orthonormal basis, is used for the computation of the optimal distributed control with a quadratic performance index. The optimal coefficients of this expansion are found via a simple computational algorithm in terms of the state of the system. An example is given for the distributed control of a single dimensional diffusion process excited by a distributed noise. *
๐ SIMILAR VOLUMES
In this paper we consider an optimal control problem described by a system of nonlinear first order hyperbolic partial differential equations with deviating argument, including integral inequality constraints. The control variables are assumed to be measurable, with the corresponding state variables