Advanced Computational Stochastic Dynamic Programming for   Continuous Time Problems
{'Code': '03040109', 'Directorate': {'Abbreviation': 'MPS', 'LongName': 'Direct For Mathematical & Physical Scien'}, 'Division': {'Abbreviation': 'DMS', 'LongName': 'Division Of Mathematical Sciences'}}
{'SignBlockName': 'Alvin I. Thaler', 'PO_EMAI': None, 'PO_PHON': None}
This project is concerned with the development of fast and                 efficient algorithms for the optimal feedback control of                        continuous time nonlinear dynamical systems, perturbed by                       Gaussian and Poisson white noise.  The computational treatment of               Poisson noise is a particularly unique feature of this proposal.                Fast algorithms for vector multiprocessor computations are being                developed that take advantage of vector formulation of the                      problem and other parallelizeable parts of the algorithm.                       Another important feature is that the advanced computing aspects                of this work help remove Bellman's "curse of dimensionality".
{'FirstName': 'Floyd', 'LastName': 'Hanson', 'PI_MID_INIT': 'B', 'PI_SUFX_NAME': None, 'PI_FULL_NAME': 'Floyd B Hanson', 'EmailAddress': 'hanson@uic.edu', 'NSF_ID': '000172328', 'StartDate': '07/15/1988', 'EndDate': None, 'RoleCode': 'Principal Investigator'}
{'Name': 'University of Illinois at Chicago', 'CityName': 'CHICAGO', 'ZipCode': '606124305', 'PhoneNumber': '3129962862', 'StreetAddress': '809 S MARSHFIELD AVE M/C 551', 'StreetAddress2': None, 'CountryName': 'United States', 'StateName': 'Illinois', 'StateCode': 'IL', 'CONGRESSDISTRICT': '07', 'CONGRESS_DISTRICT_ORG': 'IL07', 'ORG_UEI_NUM': 'W8XEAJDKMXH3', 'ORG_LGL_BUS_NAME': 'UNIVERSITY OF ILLINOIS', 'ORG_PRNT_UEI_NUM': None}
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[{'Code': '127100', 'Text': 'COMPUTATIONAL MATHEMATICS'}, {'Code': '145400', 'Text': 'SYSTEMS THEORY'}, {'Code': '151800', 'Text': 'CONTROL, NETWORKS, & COMP INTE'}]
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