论文信息 - Filtering approximation using systematic perturbations of a discrete-time stochastic dynamical system [groundwater pollutant remediation]

Filtering approximation using systematic perturbations of a discrete-time stochastic dynamical system [groundwater pollutant remediation]

The standard problem of groundwater pollutant remediation by well pumping is modeled as a discrete-time LQG stochastic optimal control problem. The control is approximated by using a variation of differential dynamic programming (DDP) that includes systematic perturbations. Kalman filtering is used to estimate the partially observed state variables in a tractable format. This is a filtering application of the DDP method used by the authors in an earlier perturbation paper.

Floyd B. Hanson | F. Hanson | D. Kern | Daniel L. Kern

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