On analytical solution of design problems for distributed optimal control systems subjected to random disturbances

The paper is concerned with analytical design of a controller in a closed-loop computer control system where the plant is described by a parabolic type partial equation. The process is controlled either through «quantitative» actions or through change of the boundary mode. Random signals such as distributed whitenoise are assumed additive. With constrained controls the design problem is shown solvable approximatedly by using the dynamic programming method. The proposed solution technique is an extension of the method reported in [1] to control of distributed systems.