OPTIMAL-CONTROL IN DIFFERENTIAL-DIFFERENCE SYSTEM WITH A RANDOM QUANTIZATION IN TIME

Dynamic systems described by ordinary differential equations with jump changes on the right-hand sides and the vector of states at random instants of time distributed in accordance with an arbitrary distribution on disjoint intervals are considered. The problem of determining an optimal control on regions of continuity of the phase coordinates and discrete control of the jump of the state vector which yield the minimum of a given quality functional is solved.