Numerical Method for Optimization of Quasi-linear Dynamical Stochastic Systems, Nonlinear in Control

被引：0

作者：

Khrustalev, M. M. ^{[1
]}

Rumyantsev, D. S. ^{[1
]}

Tsarkov, K. A. ^{[1
]}

机构：

[1] RAS, VA Trapeznikov ICS, Moscow, Russia

来源：

PROCEEDINGS OF 2016 INTERNATIONAL CONFERENCE STABILITY AND OSCILLATIONS OF NONLINEAR CONTROL SYSTEMS (PYATNITSKIY'S CONFERENCE) | 2016年

关键词：

D O I：

暂无

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

In this work we consider the optimal control problem for quasi-linear dynamical stochastic systems, whose coefficients in general are nonlinear functions of control vector. We propose a numerical optimization algorithm based on gradient descent method in a functional space.

引用

页数：2