Alternating analytical optimization of control in continuous stochastic nonlinear systems

Authors
Kazakov, IE
Citation
Ie. Kazakov, Alternating analytical optimization of control in continuous stochastic nonlinear systems, J COMP SYST, 37(6), 1998, pp. 896-901
Citations number
10
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
JOURNAL OF COMPUTER AND SYSTEMS SCIENCES INTERNATIONAL
ISSN journal
10642307 → ACNP
Volume
37
Issue
6
Year of publication
1998
Pages
896 - 901
Database
ISI
SICI code
1064-2307(199811/12)37:6<896:AAOOCI>2.0.ZU;2-L
Abstract
In a stochastic continuous nonlinear mathematical model of a system of the general form, an analytical synthesis of optimal control with respect to a quadratic criterion is proposed on the basis of limiting statistical linear ization of nonlinearities (with a small given variance of the input signal in nonlinearity). The application of the maximum principle and dynamic prog ramming is considered.