Optimal control over nonlinear stochastic systems

被引：0

作者：

Trigub M.V. ^{[1
]}

机构：

[1] Kharkov Technical University of Radioelectronics, Kharkov

来源：

Ukrainian Mathematical Journal | 1999年 / 51卷 / 4期

关键词：

Recurrence Relation; Linear Problem; Integration Formula; Form Versus; Infinite System;

D O I：

10.1007/BF02591761

中图分类号：

学科分类号：

摘要：

The synthesis of optimal control over nonlinear stochastic systems that are described by the Itô equations is reduced to the solution of recurrence relations derived from the Bellman stochastic equation. © 1999 Kluwer Academic/Plenum Publishers.

引用

页码：592 / 603

页数：11

共 8 条

[1]

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[2]

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[3]

Trigub, M.V., Synthesis of suboptimal control over stochastic systems of a certain class (1994) Avtomat. Telemekh., 6, pp. 43-54

[4]

Al'brekht, E.G., Optimal stabilization of nonlinear systems (1961) Prikl. Mat. Mekh., 25 (5), pp. 836-844

[5]

Trigub, M.V., Approximately optimal stabilization of a certain class of nonlinear systems (1987) Avtomat. Telemekh., 1, pp. 34-43

[6]

Trigub, M.V., Optimal control over quasilinear systems (1995) Ukr. Mat. Zh.., 47 (9), pp. 1280-1295

[7]

Golubev, V.V., (1950) Lectures on the Analytic Theory of Differential Equations [in Russian], , Gostekhteorizdat, Moscow-Leningrad

[8]

Kirillova, F.M., Analytic construction of regulators (1961) Prikl. Mat. Mekh., 25 (3), pp. 433-439

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