Optimal control of nonlinear stochastic systems under constraints: an approximate determination method

DOI10.1023/A:1002854110800MaRDI QIDQ1778412zbMATH OpenOpenAlexFDO

Authors N. E. Rodnishchev

Publication date 17 June 2005

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

Full work available at URL https://doi.org/10.1023/a:1002854110800

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of optimal solutions to problems involving randomness (49J55) Optimal stochastic control (93E20) Numerical methods based on necessary conditions (49M05)

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Cited in

(20)

• Optimal Control of Stochastic Parametrically and Externally Excited Nonlinear Control Systems
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• Optimality conditions in variational form for non-linear constrained stochastic control problems
• Necessary conditions for optimality of stochastic systems with uncontrollable flow of failures and constraints of the equality and inequality type
• Conditionally optimal control designed according to a local criterion in a nonlinear stochastic system
• Stochastic optimal control of nonlinear systems via short-time Gaussian approximation and cell mapping
• Approximate propagation of normal distributions for stochastic optimal control of nonsmooth systems
• scientific article; zbMATH DE number 530006 (Why is no real title available?)
• A non-stochastic control with admissible probabilities for SDDEs, application to linear reactors
• A two-stage dual suboptimal controller for stochastic systems using approximate moments
• Performance‐based optimal control for stochastic nonlinear systems with unknown dead‐zone
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• Stochastic optimal control via Bellman's principle.
• Optimal control of nonlinear systems with integer‐valued control inputs and stochastic constraints
• scientific article; zbMATH DE number 5592405 (Why is no real title available?)
• Approximate constrained stochastic optimal control via parameterized input inference
• A Deterministic Approach To Stochastic Optimal Control With Application To Anticipative Control
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• Solution of the problem of synthesizing a stochastic optimal control using nonlinear probabilistic criteria
• An Iterative Method for Nonlinear Stochastic Optimal Control Based on Path Integrals

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