A maximum principle for stochastic control systems
β Scribed by Harold J. Kushner; Fred C. Schweppe
- Publisher
- Elsevier Science
- Year
- 1964
- Tongue
- English
- Weight
- 665 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0022-247X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
We prove a version of the maximum principle for linear parabolic distributed parameter systems that avoids some of the usual smoothness assumptions on the target.
A solution of system Eu = 0 in IR is a vector u E HI(Q), such that (a'(Du) 1 D,cp
## Abstract A counterexample is given to the strong maximum principle for boundary control of a class of distributed parameter systems. The particular system deals with chemical reactors suffering catalyst decay and is in the class whose members are described by sets of firstβorder partial differen