Skip to main content
SpringerLink
Log in
Book cover

New Trends in Systems Analysis pp 499–507Cite as

Free boundary problems in optimal control

  • Applications Of Control Theory
  • Conference paper
  • First Online:

  • 121 Accesses

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 2))

This is a preview of subscription content, log in via an institution.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Balmer, D.W. (1975) On a quickest detection problem with costly information, J. Appl. Prob. 12, 87–97.

    Google Scholar 

  2. Bather, J.A. and Chernoff, H. (1967) Sequential decisions in the control of a space-ship, J. Appl. Prob. 4, 584–604.

    Google Scholar 

  3. Bather, J.A. (1970) Optimal stopping problems for Brownian motion, Adv. Appl. Prob. 2, 259–286.

    Google Scholar 

  4. Bather, J.A. (1973) An optimal stopping problem with costly information, Bulletin of the I.S.I. Vol XLV, Book 3, 9–24.

    Google Scholar 

  5. Bather, J.A. (1976) A control chart model and a generalised stopping problem for Brownian motion, to appear in Mathematics of Operations Research.

    Google Scholar 

  6. Bensoussan, A. and Lions, J.L. (1974) On certain questions related to optimal control, Russian Math. Surveys 29, 79–87.

    Google Scholar 

  7. Chernoff, H. (1965) Sequential tests for the mean of a normal distribution III and IV, Ann. Math. Statist. 36, 28–68.

    Google Scholar 

  8. Chernoff, H. (1968) Optimal stochastic control, Sankhya 30, 221–252.

    Google Scholar 

  9. Cohen, J.W. (1975) Plastic-elastic torsion, optimal stopping and free boundaries, J. Engineering Math. 9, 219–226.

    Google Scholar 

  10. Doob, J.L. (1955) A probability approach to the heat equation, Trans. Amer. Math. Soc. 80, 216–280.

    Google Scholar 

  11. Dynkin, E.B. (1963) Optimal selection of stopping time for a Markov process, Dokl. Akad. Nauk. USSR 150, 238–240.

    Google Scholar 

  12. Dynkin, E.B. & Yushkevich, A.A. (1969) Markov processes, Plenum, New York.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Mathematics Division, University of Sussex, Brighton, Sussex

    J. A. Bather

Authors
  1. J. A. Bather
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

A. Bensoussan J. L. Lions

Rights and permissions

Reprints and permissions

Copyright information

© 1977 Springer-Verlag

About this paper

Cite this paper

Bather, J.A. (1977). Free boundary problems in optimal control. In: Bensoussan, A., Lions, J.L. (eds) New Trends in Systems Analysis. Lecture Notes in Control and Information Sciences, vol 2. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0041130

Download citation

  • DOI: https://doi.org/10.1007/BFb0041130

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08406-8

  • Online ISBN: 978-3-540-37193-9

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation