Recent trends of the optimal control for stochastic distributed parameter systems

A survey is presented of some recent developments of the optimal control theory for stochastic distributed parameter systems within the framework of stochastic process theory in the function space. First, various kinds of mathematical models of practical systems are exhibited, where the significance of uncertainties in the system structure and/or the environment is taken into account. Then, a promising approach of application is discussed which treats in a unified manner the optimal control for a class of distributed parameter systems involving a stochastic parameter. A representative result of digital simulation experiments is also included. The paper ends with conclusions and recommendations for future works in the field.

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