Hamilton-Jacobi Equation for Optimal Control of Nonlinear Stochastic Distributed Parameter Systems Applied to Air Pollution Process

This paper derives Hamilton-Jacobi equation (HJE) in Hilbert space foroptimal control of stochastic distributed parameter systems (SDPSs) governedby partial differential equations (SPDEs) subject to both state-dependent andadditive stochastic disturbances. First, nonlinear SDPSs are transformed tost...

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Bibliographic Details
Main Author: Do, Khac Duc
Format: Journal Article
Published: HIKARI Ltd 2014
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/42571