不規則パラメ-タをもつ放物形分布定数システムの最適制御

概要

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The purpose of this paper is to study the optimal control problem for a stochastic distributed parameter system with white Gaussian noise processes as coefficients in dynamics and boundary conditions of the system. By introducing the stochastic integral on a Hilbert space, the mathematical model of the system is first described by a stochastic evolution equation. Secondly, the optimal control signal under the quadratic performance criteria is derived with the aid of stochastic maximum principle. Finally, the existence property of a solution to the operator Riccati equation which plays an important role in the optimal control problem is investigated.
公益社団法人計測自動制御学会の論文