Graduate Student Support for Singular Control of Stochastic Processes

这个奖项是为研究生支持工作的一个 随机过程领域的项目。 特别 感兴趣的是系统的最优控制问题， 大量的随机变量。 为了控制这样一个系统， 一种将系统状态保持在 在某些边界上，有必要使用单数而不是 连续控制。 这项研究的应用范围从 控制经济就像控制导弹的飞行。

This award is for graduate student support for work on a project in the area of stochastic processes. Of particular interest is the problem of optimal control of systems having a large number of random variables. To control such a system in a manner which will maintain the state of the system within certain boundaries, it is necessary to use singular rather than continuous controls. Applications for this research vary from controling the economy to controling the flight of a missile.