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Stochastic control with exit time and constraints, application to small time attainability of sets

✍ Scribed by Rainer Buckdahn; Marc Quincampoix; Catherine Rainer; Aurel Răşcanu

Book ID
110606518
Publisher
Springer
Year
2004
Tongue
English
Weight
554 KB
Volume
49
Category
Article
ISSN
0095-4616

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📜 SIMILAR VOLUMES

An application of functional analysis to
An application of functional analysis to time optimal control of linear discrete systems with output constraints
✍ G.M. Krang; M.B. Shilman 📂 Article 📅 1970 🏛 Elsevier Science 🌐 English ⚖ 682 KB

The problem of time optimal control of linear discrete systems tith output constraints is formulated as an L-problem in the theory of moments. The solution to this 1atteT problem is well known and is obtained from a finite-dimensional minimization. This procedure allows us to handle constraints not