Errata: Optimal Control of Ultimately Bounded Stochastic Processes
نویسندگان
چکیده
منابع مشابه
Modeling of bounded stochastic processes
Random processes of bounded variation are generated by using of randomized sinusoidal model and nonlinear filter model. In the randomized sinusoidal model, random noises ar\e introduced in phase angles; while in the nonlinear filter model, a set of nonlinear Itô differential equations are employed. In both methods, the spectral density of a modeled random process can be matched by adjusting mod...
متن کاملOptimal Stochastic Control in Continuous Time with Wiener Processes: General Results and Applications to Optimal Wildlife Management
We present a stochastic optimal control approach to wildlife management. The objective value is the present value of hunting and meat, reduced by the present value of the costs of plant damages and traffic accidents caused by the wildlife population. First, general optimal control functions and value functions are derived. Then, numerically specified optimal control functions and value func...
متن کاملStochastic Optimal Control Problems with a Bounded Memory∗
This paper treats a finite time horizon optimal control problem in which the controlled state dynamics is governed by a general system of stochastic functional differential equations with a bounded memory. An infinite-dimensional HJB equation is derived using a Bellman-type dynamic programming principle. It is shown that the value function is the unique viscosity solution of the HJB equation. I...
متن کاملInfinite dimensional weak Dirichlet processes, stochastic PDEs and optimal control
The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of weak Dirichlet process in this context. Such a process X, taking values in a Hilbert space H, is the sum of a local martingale and a suitable orthogonal process. The new concept is shown to be useful in several contexts and d...
متن کاملOptimal Control Problem for Processes Represented by Stochastic Sequential Machine
In this paper, optimal control problem for processes represented by stochastic sequential machine is analyzed. Principle of optimality is proven for the considered problem. Then by using method of dynamical programming, solution of optimal control problem is found.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Nagoya Mathematical Journal
سال: 1975
ISSN: 0027-7630,2152-6842
DOI: 10.1017/s0027763000016640