Optimal Control for Distributed Parameter Systems with Random Coefficients

Abstract

In this paper, a new approach is presented to establish the sub-optimal control for distributed parameter systems containing random coefficients. With background knowledges of the random eigenvalue problem, the development begins as an evaluation of stochastic moments of the random eigenvalues from the a priori information of system parameters and results in finding a solution to the Fredholm's integral equation of the second kind. The integral equation is converted into a form of differential equation suitable for obtaining the sub-optimal control using a digital computer.The method presented here is illustrated by two practical examples.