Conditionally optimal control designed according to a local criterion in a nonlinear stochastic system

MaRDI QIDQ1104298zbMATH OpenFDO

Authors I. E. Kazakov

Publication date 1987

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

zbMATH Keywords

algorithmconditionally optimal estimationconditionally optimal filteringcontinuous-timecontrolstatistical linearizationstochastic nonlinear system

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

Recommendations

• Analytical construction of conditionally optimal control with respect to a local criterion in a nonlinear stochastic system
• Optimization of control in a nonlinear stochastic system by a local criterion
• scientific article; zbMATH DE number 4162797
• Analytical construction of a conditionally optimal control in a nonlinear stochastic system by a complex local functional
• scientific article; zbMATH DE number 4188921
• The problem of local synthesis of quasioptimal control in a stochastic nonlinear dynamic system
• scientific article; zbMATH DE number 67749
• Necessary conditions for the optimal control of constrained discontinuous nonlinear stochastic systems
• Optimal control of nonlinear stochastic systems under constraints: an approximate determination method
• Sufficient conditions of optimality for stochastic systems with controllable diffusions

Cited in

(9)

• Analytical construction of a conditionally optimal control in a nonlinear stochastic system by a complex local functional
• General method of control synthesis in a stochastic nonlinear system on the basis of a local quadratic criterion
• Optimization of control in a nonlinear stochastic system by a local criterion
• Design of a navigation control by information criteria
• Conditionally minimax algorithms of estimation and control for nonlinear stochastic systems
• An algorithm for decomposition control and prediction of trajectories of nonlinear stochastic systems under different-speed processes in their dynamics
• scientific article; zbMATH DE number 4162797 (Why is no real title available?)
• Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system
• scientific article; zbMATH DE number 1042854 (Why is no real title available?)

This page was built for publication: Conditionally optimal control designed according to a local criterion in a nonlinear stochastic system

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1104298)