Essays about: "Lennart Andersson"

Found 1 essay containing the words Lennart Andersson.

  1. 1. Olinjär stokastisk reglering av extremvärden

    University essay from Lunds universitet/Institutionen för reglerteknik

    Author : Lennart Andersson; [1993]
    Keywords : Stochastic control; Extreme values; Optimal Control; Critical Processes; Technology and Engineering;

    Abstract : In this report discrete time optimal control of extreme values are investigated. Both the full information case and partial information case are discussed. There has been payed special attention to numerical solution of the Bellman equation. For a special full information case the optimal controller has been obtained by a numerical solution. READ MORE