Synthesis of an optimal control for continuous Markov processes by semidefinite quality criteria

被引：1

作者：

Khutortsev, VV ^{[1
]}

机构：

[1] Rocket Force Inst, Rostov, Russia

来源：

AUTOMATION AND REMOTE CONTROL | 2001年 / 62卷 / 01期

关键词：

Mechanical Engineer; Cost Function; System Theory; Markov Process; Loss Function;

D O I：

10.1023/A:1002879801152

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Optimization of control of continuous Markov processes by semidefinite quality functionals with nonadditive control cost functions is investigated. Equation for the loss function, its parameters for different integrands in the quality criterion, and its interrelation with the Fokker-Planck-Kolmogorov equation for the auxiliary noncontrollable Markov processes are determined. Examples are given.

引用

页码：67 / 75

页数：9

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