Solution of the problem of synthesizing a stochastic optimal control using nonlinear probabilistic criteria

DOI10.1016/S0021-8928(96)00071-8zbMATH Open0891.93080OpenAlexW2055499040MaRDI QIDQ1371067FDOQ1371067

Authors: S. V. Sokolov 

Publication date: 27 July 1998

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0021-8928(96)00071-8

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zbMATH Keywords

computational methodsstochastic optimal control synthesis

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites Work

• Optimal control of processes with distributed parameters given incomplete information
• Multidimensional algorithm of sliding adaptive reception
• Correlation analysis and estimation of phase coordinates in linear non- Markov systems
• Title not available (Why is that?)

Cited In (2)

• Decision-making on the solution of a stochastic nonlinear dynamical system of Kannan-type in new sequence space of soft functions
• General method of control synthesis in a stochastic nonlinear system on the basis of a local quadratic criterion

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