Synthesis of optimal control of dynamic systems with infinite aftereffect, a small parameter, and Poisson perturbations (Q2467990)
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scientific article; zbMATH DE number 5230978
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| English | Synthesis of optimal control of dynamic systems with infinite aftereffect, a small parameter, and Poisson perturbations |
scientific article; zbMATH DE number 5230978 |
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Synthesis of optimal control of dynamic systems with infinite aftereffect, a small parameter, and Poisson perturbations (English)
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30 January 2008
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A methodology is obtained that makes it possible to synthesize an optimal control for stochastic systems of functional-differential equations with the entire prehistory and a small parameter and takes into account continuous Wiener-type and discontinuous Poisson-type perturbations. It is proved that the sought-for control can be found as an optimal control of some auxiliary problem.
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approximate synthesis
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optimal control
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small parameter
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infinite aftereffect
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Poisson perturbation
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0.8504701852798462
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0.8274552822113037
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