Bibliographic Details
| Title: |
Nearly Optimal Impulsive Controls for Reflected Wideband Width Process. |
| Authors: |
Ramachandran, K. |
| Superior Title: |
Stochastic Analysis & Applications; Dec2003, Vol. 21 Issue 6, p1369-1389, 21p |
| Subject Terms: |
DIFFUSION processes, MARKOV processes, STOCHASTIC processes, STOCHASTIC convergence, MATHEMATICAL functions |
| Abstract: |
Near optimal control problem for a wideband noise process with impulsive controls and constrained to a bounded region is considered. The method developed here will show that sequence of physical processes converges (weakly) to a reflected controlled diffusion process with impulses as the “approximating parameter” goes to zero. The cost functional of the wideband system will also converge to the corresponding cost functional of the limit problem. Due to the reflection at the boundary, pseudo path topology will be used in the weak convergence analysis. [ABSTRACT FROM AUTHOR] |
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| Database: |
Complementary Index |
