Distributed Wiener-Poisson control †
作者:
HOWARD WEINER,
期刊:
International Journal of Control
(Taylor Available online 1982)
卷期:
Volume 36,
issue 1
页码: 25-32
ISSN:0020-7179
年代: 1982
DOI:10.1080/00207178208932872
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A one-dimensional Wiener plus independent Poisson control problem, with the state governed by a partial differential equation, has an integrated discounted quadratic cost function and asymmetric bounds on the control, which is a function of the current state. A Bellman equation and the maximum principle for partial differential equations are used to obtain the optimal closed-loop control in bang-bang form. The finite and infinite integral quadratic cost functions are treated separately.
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