Mathematical Sciences: Methods of Non-Smooth Analysis In    Optimal Control
{'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 objective of this research is to use the notions and methods                of non-smooth analysis to establish a new type of connection                    between optimal stochastic control problems and the Hamilton-                   Jacobi-Bellman equation irrespective of the possible degeneracy                 properties of the underlying processes.  This would provide a new               insight into the interrelation between variational problems and                 certain nonlinear partial differential equations as well as a                   unified approach to both deterministic and stochastic optimal                   control theory.  The core of the research is the investigation of               the regularity of properties of the optimal value function in                   terms of its subdifferentials, Clarke derivatives and the finding               of a class of non-smooth functions in which the Hamilton-Jacobi-                Bellman equation is uniquely solvable.  Accumulation of                         computational and modeling experience on application problems are               also parts of the project.
[{'FirstName': 'Domokos', 'LastName': 'Vermes', 'PI_MID_INIT': None, 'PI_SUFX_NAME': None, 'PI_FULL_NAME': 'Domokos Vermes', 'EmailAddress': None, 'NSF_ID': '000469828', 'StartDate': '06/15/1987', 'EndDate': None, 'RoleCode': 'Principal Investigator'}, {'FirstName': 'R. Tyrrell', 'LastName': 'Rockafellar', 'PI_MID_INIT': None, 'PI_SUFX_NAME': None, 'PI_FULL_NAME': 'R. Tyrrell Rockafellar', 'EmailAddress': 'rtr@math.washington.edu', 'NSF_ID': '000334867', 'StartDate': '06/15/1987', 'EndDate': None, 'RoleCode': 'Co-Principal Investigator'}]
{'Name': 'University of Washington', 'CityName': 'SEATTLE', 'ZipCode': '981951016', 'PhoneNumber': '2065434043', 'StreetAddress': '4333 BROOKLYN AVE NE', 'StreetAddress2': None, 'CountryName': 'United States', 'StateName': 'Washington', 'StateCode': 'WA', 'CONGRESSDISTRICT': '07', 'CONGRESS_DISTRICT_ORG': 'WA07', 'ORG_UEI_NUM': 'HD1WMN6945W6', 'ORG_LGL_BUS_NAME': 'UNIVERSITY OF WASHINGTON', 'ORG_PRNT_UEI_NUM': None}
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{'Code': '1266', 'Text': 'APPLIED MATHEMATICS'}
{'url': 'https://www.nsf.gov/awardsearch/download?DownloadFileName=1987&All=true', 'xml': '8701768.xml'}