On optimal retention of the trajectory of discrete stochastic system in tube

DOI10.1134/S000511791901003XMaRDI QIDQ2287156zbMATH OpenOpenAlexWikidataFDO

Authors V. M. Azanov, Yu. S. Kan

Publication date 23 January 2020

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

Full work available at URL https://doi.org/10.1134/s000511791901003x

zbMATH Keywords

control of flying vehicle motiondiscrete systemsmethod of dynamic programmingone-parameter pulse correctionprobabilistic criterionstochastic optimal control

Mathematics Subject Classification ID

Dynamic programming (90C39) Application models in control theory (93C95) Optimal stochastic control (93E20)

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Cites work

• Autonomous implementation of dynamic operations in a geostationary orbit. I: Formalization of control problem
• Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion
• Design of optimal strategies in the problems of discrete system control by the probabilistic criterion
• On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion
• One-parameter optimal correction problem for the trajectory of an aerial vehicle with respect to the probability criterion
• Optimal control for linear discrete systems with respect to probabilistic criteria
• Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming
• Semidefinite programming for chance constrained optimization over semialgebraic sets
• The two-step problem of investment portfolio selection from two risk assets via the probability criterion

Cited in

(4)

• Design of optimal strategies in the problems of discrete system control by the probabilistic criterion
• scientific article; zbMATH DE number 1823857 (Why is no real title available?)
• Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement
• Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function

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