Optimal control in a differential-difference system with a random quantization in time

MaRDI QIDQ1175868zbMATH OpenFDO

Authors A. S. Shalamov

Publication date 25 June 1992

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

zbMATH Keywords

optimal controloptimal systemordinary differential equation with jumpssystems with jumps

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Existence of optimal solutions to problems involving randomness (49J55) Impulsive optimal control problems (49N25) Control/observation systems governed by ordinary differential equations (93C15) Optimal stochastic control (93E20)

Review text

A control problem for an ordinary differential equation with jumps is considered. The distributions of jumps are known and their supports do not intersect. Equations are obtained for an optimal system. The Lagrangian variation and the averaging with respect to known densities of jump moments are used.

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Cited in

(1)

• Optimal quantile control of dynamic systems

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