Mathematical Sciences: Research Problems in Stochastic      Control and Numerical Approximation
{'Code': '03040100', 'Directorate': {'Abbreviation': 'MPS', 'LongName': 'Direct For Mathematical & Physical Scien'}, 'Division': {'Abbreviation': 'DMS', 'LongName': 'Division Of Mathematical Sciences'}}
{'SignBlockName': 'Michael Steuerwalt', 'PO_EMAI': None, 'PO_PHON': None}
The following topics will be investigated:  (1) Some                          Singular Stochastic Control Problems:  Two problems:  One is                    concerned with the analysis of a class of singular control                      problems in several dimensions, and the second pertains to a                    adapted version of singular stochastic control in one dimension.                (2)  Impulse Control Problems:  Two novel applications of impulse               control theory to optimal maintenance and sequential scheduling                 problems will be studied.  (3) Ergodic Control Problems with a                  class of stochastic control of diffusion with jumps with a long-                term average criterion.  The emphasis is on the study of the                    associated invariant measure.  (4)  Numerical Analysis of                       Stochastic Control Problems:  Numerical algorithm for solving a                 class of singular control problems in several dimensions.                       Numerical approximation of some Hamilton-Jacobi-Bellman                         equations.  (5)  Some Problems in Stochastic Distributed-                       Parameter Sytems:  The investigators plan to study the solution                 of an infinite-dimensional H.J.B.  equation arising from optimal                control of a non-linear stochastic distributed system.  The                     stability and asymptotic behavior of such a system with possible                degeneracy will be investigated.                                                  This research is part of control theory with potential                        applications in engineering and computer science.
{'FirstName': 'Pao Liu', 'LastName': 'Chow', 'PI_MID_INIT': None, 'PI_SUFX_NAME': None, 'PI_FULL_NAME': 'Pao Liu Chow', 'EmailAddress': 'plchow@math.wayne.edu', 'NSF_ID': '000256244', 'StartDate': '09/01/1987', 'EndDate': None, 'RoleCode': 'Principal Investigator'}
{'Name': 'Wayne State University', 'CityName': 'DETROIT', 'ZipCode': '482023692', 'PhoneNumber': '3135772424', 'StreetAddress': '5700 CASS AVE STE 4900', 'StreetAddress2': None, 'CountryName': 'United States', 'StateName': 'Michigan', 'StateCode': 'MI', 'CONGRESSDISTRICT': '13', 'CONGRESS_DISTRICT_ORG': 'MI13', 'ORG_UEI_NUM': 'M6K6NTJ2MNE5', 'ORG_LGL_BUS_NAME': 'WAYNE STATE UNIVERSITY', 'ORG_PRNT_UEI_NUM': None}
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[{'Code': '1266', 'Text': 'APPLIED MATHEMATICS'}, {'Code': '1454', 'Text': 'SYSTEMS THEORY'}]
{'url': 'https://www.nsf.gov/awardsearch/download?DownloadFileName=1987&All=true', 'xml': '8702236.xml'}