Paper Info
Title
Least Controls for a Class of Constrained Linear Stochastic Systems
Abstract
This paper introduces a class of constrained linear stochastic systems. The main objective is to investigate whether there exists a least control, in a sense that it exerts least effort in controlling the system to within a predetermined region. Our approach of finding a least control is: a to characterize a class of functional polyhedral sets of functions which have least elements, and b to construct a least-control process through these least elements. Existence of a least control is established. And the connection between a least control and a solution of the dynamic complementarity problem DCP is also discussed.
Year
DOI
Venue
1993
10.1287/moor.18.2.275
Math. Oper. Res.
Keywords
DocType
Volume
linear stochastic system
Journal
18
Issue
ISSN
Citations 
2
0364-765X
4
PageRank 
References 
Authors
0.63
0
1
Name
Order
Citations
PageRank
Ping Yang15210.62