CONTROL OF A LINEAR STOCHASTIC-SYSTEM BY A PROBABILITY FUNCTIONAL

Authors
KIBZUN AI SOTSKII AN
Citation
Ai. Kibzun et An. Sotskii, CONTROL OF A LINEAR STOCHASTIC-SYSTEM BY A PROBABILITY FUNCTIONAL, Automation and remote control, 56(5), 1995, pp. 677-683
Citations number
12
Categorie Soggetti
Controlo Theory & Cybernetics","Computer Application, Chemistry & Engineering","Instument & Instrumentation","Robotics & Automatic Control
Journal title
Automation and remote control → ACNP
ISSN journal
00051179
Volume
56
Issue
5
Year of publication
1995
Part
1
Pages
677 - 683
Database
ISI
SICI code
0005-1179(1995)56:5<677:COALSB>2.0.ZU;2-J
Abstract
The problem of optimal control of a linear discrete system is investig ated with a control objective to maximize the probability of reaching a given terminal set at a given last instant. At each instant a subopt imal control is searched by solving a linear programming problem with parameters that depend on the current valves of the stale vector of th e system.