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