Optimal control for linear discrete systems with respect to probabilistic criteria

DOI10.1134/S0005117914100038MaRDI QIDQ2261809zbMATH OpenOpenAlexFDO

Authors V. M. Azanov

Publication date 13 March 2015

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

Full work available at URL https://doi.org/10.1134/s0005117914100038

zbMATH Keywords

discrete stochastic systemdynamical programmingoptimal control problem

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20)

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Cites work

• Control optimization by the quantile criterion
• Deterministic equivalents for the problems of stochastic programming with probabilistic criteria
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• On optimum control in the presence of random disturbances
• Problems in stochastic programming with probabilistic criteria

Cited in

(20)

• Control of a linear stochastic system by a probability functional
• A multicriteria model of optimal control of a stochastic linear system
• Analysis of problems on probabilistically optimal control of linear systems with discrete time
• One-parameter optimal correction problem for the trajectory of an aerial vehicle with respect to the probability criterion
• Control optimization by the quantile criterion
• Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time
• On optimal retention of the trajectory of discrete stochastic system in tube
• Control cost for a discrete linear object under uncertainty about the spectral composition of perturbances
• Design of optimal strategies in the problems of discrete system control by the probabilistic criterion
• scientific article; zbMATH DE number 4172884 (Why is no real title available?)
• scientific article; zbMATH DE number 3865102 (Why is no real title available?)
• scientific article; zbMATH DE number 3880569 (Why is no real title available?)
• scientific article; zbMATH DE number 4162797 (Why is no real title available?)
• scientific article; zbMATH DE number 3976920 (Why is no real title available?)
• scientific article; zbMATH DE number 67746 (Why is no real title available?)
• scientific article; zbMATH DE number 514987 (Why is no real title available?)
• Sequential improvement method in probabilistic criteria optimization problems for linear-in-state jump diffusion systems
• Explicit use of probabilistic distributions in linear predictive control
• Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement
• On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion

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