Abstract
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.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
