SOLUTION OF THE PROBLEM OF SYNTHESIZING A STOCHASTIC OPTIMAL-CONTROL USING NONLINEAR PROBABILISTIC CRITERIA

Authors
SOKOLOV SV
Citation
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
Citations number
4
Categorie Soggetti
Mathematics,Mathematics,Mechanics
Journal title
Journal of applied mathematics and mechanics → ACNP
ISSN journal
00218928
Volume
60
Issue
4
Year of publication
1996
Pages
561 - 566
Database
ISI
SICI code
0021-8928(1996)60:4<561:SOTPOS>2.0.ZU;2-7
Abstract
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.