Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis

DOI10.1134/S0005117918010095zbMath1391.93299OpenAlexW2791240090MaRDI QIDQ1641950

Konstantin A. Rybakov, A. V. Panteleyev

Publication date: 20 June 2018

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

Full work available at URL: https://doi.org/10.1134/s0005117918010095

zbMATH Keywords

optimal controloptimality conditionsstochastic systemincomplete informationextension principleapproximate methodsincomplete feedback

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Optimality conditions for problems involving randomness (49K45)

Related Items (5)

Unnamed Item ⋮ Optimal finite-dimensional controller of the stochastic differential object's state by its output. I: Incomplete precise measurements ⋮ Sufficient epsilon-optimality conditions for jump-diffusion systems ⋮ Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system ⋮ Sufficient epsilon-optimality conditions for systems with random quantization period

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• Controlled Markov processes and viscosity solutions
• The theory of differentiation in linear topological spaces
• Optimal Control of Partially Observable Diffusions
• A computational approach to optimal control of stochastic saturating systems

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