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Controle Stationnaire Asymptotique

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Control Theory, Numerical Methods and Computer Systems Modelling

Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 107))

Résumé

Considérons le problème de contrôle optimal (P­s, ε) Minimiser E [

$$\int_0^{ + \infty } {{e^{ - st}}f(\xi (t),h(\xi (t))dt} $$

pour h ∈ c1 (ℝn, ℝn) avec ξ(0) = xo, dξ = h(ξ)dt + edw; où dw est un bruit blanc, E est l’espérance mathématique et où f ≥ 0, s > 0, ε>0 sont donnés (cf. § 1)

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Bibliographie

Glare, Thèse, à paraitre

  • W. H. Fleming, The Cauchy problem for a non linear first order partial differential equation, J. of ‘differential equations 5, 1969, p. 515 à 530.

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  • A. Friedman, Partial differential equations of parabolic type, Englewood Cliffs, N. J. Prentice Hall, Inc, 1963.

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  • O.A. Ladyzenskaja et N.N. Uralceva, Equations elliptiques linéaires et quasi-linéaires Dunod, Paris, 1967.

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Author information

Authors and Affiliations

  1. C.N.R.S., Equipe de Recherche associée 249, Mathématiques de la décision, Université de Paris IX, Dauphine, 75016, France

    Jean-Michel Lasry

Authors
  1. Jean-Michel Lasry
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Editor information

Editors and Affiliations

  1. Domaine de Voluceau - Rocquencour, IRIA LABORIA, F-78150, Le Chesnay, France

    A. Bensoussan  & J. L. Lions  & 

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© 1975 Springer-Verlag Berlin · Heidelberg

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Lasry, JM. (1975). Controle Stationnaire Asymptotique. In: Bensoussan, A., Lions, J.L. (eds) Control Theory, Numerical Methods and Computer Systems Modelling. Lecture Notes in Economics and Mathematical Systems, vol 107. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46317-4_22

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  • DOI: https://doi.org/10.1007/978-3-642-46317-4_22

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-07020-7

  • Online ISBN: 978-3-642-46317-4

  • eBook Packages: Springer Book Archive

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