Sv. Sokolov, SOLUTION OF THE PROBLEM OF SYNTHESIZING A STOCHASTIC OPTIMAL-CONTROL USING NONLINEAR PROBABILISTIC CRITERIA, Journal of applied mathematics and mechanics, 60(4), 1996, pp. 561-566
A method that enables control laws for non-linear stochastic objects t
o be synthesized exactly is considered. The control is optimal in the
sense of probabilistic criteria of a general form. The advantages of t
he method over the traditional methods are demonstrated and an example
of its practical application is considered. Copyright (C) 1996 Elsevi
er Science Ltd.