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Stochastic control approach to the control of a forward parabolic equation, reciprocal process and minimum entropy

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Analysis and Optimization of Systems: State and Frequency Domain Approaches for Infinite-Dimensional Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 185))

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Abstract

We discuss relations between a controllability problem for a forward parabolic equation, a Jamison’s reciprocal process, a stochastic optimal control problem and a problem of minimum entropy.

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Author information

Authors and Affiliations

  1. Laboratoire d’Automatique Théorique, Université Paris 7, Paris, France

    A. Blaquière

  2. Faculté des Sciences, Département de Mathématique et d’Informatique, Université du Maine, Avenue Olivier Messiaen, BP 535, 72017, Le Mans Cedex

    M. Sigal-Pauchard

Authors
  1. A. Blaquière
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  2. M. Sigal-Pauchard
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Editor information

R. F. Curtain A. Bensoussan J. L. Lions

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© 1993 Springer-Verlag

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Blaquière, A., Sigal-Pauchard, M. (1993). Stochastic control approach to the control of a forward parabolic equation, reciprocal process and minimum entropy. In: Curtain, R.F., Bensoussan, A., Lions, J.L. (eds) Analysis and Optimization of Systems: State and Frequency Domain Approaches for Infinite-Dimensional Systems. Lecture Notes in Control and Information Sciences, vol 185. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0115046

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  • DOI: https://doi.org/10.1007/BFb0115046

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56155-2

  • Online ISBN: 978-3-540-47480-7

  • eBook Packages: Springer Book Archive

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