Optimization of quasilinear stochastic control-nonlinear diffusion systems

DOI10.1134/S0005117917060054MaRDI QIDQ2401032zbMATH OpenFDO

Authors Yanyan Li

Publication date 31 August 2017

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

Full work available at URL https://doi.org/10.1134/S0005117917060054

zbMATH Keywords

nonlinear dynamic systemoptimal stochastic controlquasilinear dynamic systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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Cites work

• Analytical design of controllers in systems with random attributes. I: Solution view. Solution method
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• scientific article; zbMATH DE number 3984189 (Why is no real title available?)
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• Linear optimal stochastic control using instantaneous output feedback‡
• Numerical methods of synthesis of an optimal control for stochastic dynamical systems of diffusion type
• Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization

Cited in

(14)

• Sufficient relative minimum conditions in the optimal control problem for quasilinear stochastic systems
• System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval
• Optimal control of quasi-linear systems of the diffusion type under incomplete information on the state
• Sufficient epsilon-optimality conditions for systems with random quantization period
• Quasi-reversibility methods of optimal control for ill-posed final value diffusion equations
• Optimization of stochastic jump diffusion systems nonlinear in the control
• Moment characteristic method in the optimal control theory of diffusion-type stochastic systems
• Effect of displacement of optimal control in stabilization problems for quasi-linear diffusion-type stochastic systems
• Some algorithms for the improvement of time-varying controllers on an infinite time horizon
• scientific article; zbMATH DE number 3886636 (Why is no real title available?)
• Some remarks about open-loop control in stochastic quasilinear systems
• scientific article; zbMATH DE number 1865465 (Why is no real title available?)
• Sequential improvement method in probabilistic criteria optimization problems for linear-in-state jump diffusion systems
• Optimizing quasilinear stochastic dynamical systems with complex structure

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