AIRS in-flight special test results and operational lessons learned
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AIRS infrared sounder↗
Engineering topics
Elliot, D.
Publications and source records attributed to Elliot, D..
Stochastic time-optimal control problems
Two types of stochastic time-optimal controls in a one-dimensional setting are considered. Multidimensional problems, in the case of complete state information available and the system modeled by stochastic differential equations, are studied under the formulation of minimizing the expected transient-response time. The necessary condition of optimality is the satisfaction for the value function of a parabolic partial differential equation with boundary conditions. The sufficient condition of optimality is also provided, based on Dynkin's formula. Finally, three examples are given.
Zhang, W.↗