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

DOI10.1016/S0021-8928(96)00071-8MaRDI QIDQ1371067zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

computational methodsstochastic optimal control synthesis

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Review text

A method is suggested to synthesize control laws for nonlinear stochastic objects using nonlinear criteria. On this basis, methods are analyzed for the computational implementation of the optimal control.

Recommendations

• Optimal control of nonlinear stochastic systems under constraints: an approximate determination method
• The use of nonquadratic criteria when synthesizing the optimal control of stochastic observations
• The problem of synthesis of controls for linear stochastic objects under parametric uncertainty
• An efficient method for stochastic optimal control with joint chance constraints for nonlinear systems
• Publication:5752457
• The problem of local synthesis of quasioptimal control in a stochastic nonlinear dynamic system
• scientific article; zbMATH DE number 3920354
• scientific article; zbMATH DE number 1524409
• Nonlinear stochastic systems under constraints: Optimization of their control
• scientific article; zbMATH DE number 3933889

Cites work

• Correlation analysis and estimation of phase coordinates in linear non- Markov systems
• scientific article; zbMATH DE number 46209 (Why is no real title available?)
• Multidimensional algorithm of sliding adaptive reception
• Optimal control of processes with distributed parameters given incomplete information

Cited in

(2)

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

This page was built for publication: Solution of the problem of synthesizing a stochastic optimal control using nonlinear probabilistic criteria

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1371067)