Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis

DOI10.1134/S0005117918010095MaRDI QIDQ1641950zbMATH OpenOpenAlexFDO

Authors A. V. Panteleev, K. A. Rybakov

Publication date 20 June 2018

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0005117918010095

zbMATH Keywords

optimal controloptimality conditionsextension principleincomplete informationstochastic systemapproximate methodsincomplete feedback

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

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Cited in

(13)

• An optimal control for random-structure nonlinear systems under incomplete state vector information
• Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system
• scientific article; zbMATH DE number 465129 (Why is no real title available?)
• Sufficient epsilon-optimality conditions for systems with random quantization period
• Optimal finite-dimensional controller of the stochastic differential object's state by its output. I: Incomplete precise measurements
• The technique for accurate and approximate synthesis of optimal continuous-time stochastic control systems
• scientific article; zbMATH DE number 4151213 (Why is no real title available?)
• scientific article; zbMATH DE number 165535 (Why is no real title available?)
• Optimal and stable controllable stochastic systems synthesis with incomplete state information on an unbounded time interval
• Sufficient epsilon-optimality conditions for jump-diffusion systems
• scientific article; zbMATH DE number 1376789 (Why is no real title available?)
• Optimal controller synthesis for linear stochastic systems with incomplete information regarding the state. Necessary conditions and numerical methods
• scientific article; zbMATH DE number 5592405 (Why is no real title available?)

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