Design of optimal strategies in the problems of discrete system control by the probabilistic criterion

DOI10.1134/S0005117917060042zbMATH Open1370.93314OpenAlexW2622730053MaRDI QIDQ2401031FDOQ2401031

Authors: V. M. Azanov, Yu. S. Kan 

Publication date: 31 August 2017

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

Full work available at URL: https://doi.org/10.1134/s0005117917060042

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zbMATH Keywords

stochastic optimal controldiscrete systemsprobabilistic criterionmethod of dynamic programming

Mathematics Subject Classification ID

Dynamic programming (90C39) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cites Work

• On optimum control in the presence of random disturbances
• Title not available (Why is that?)
• Problems in stochastic programming with probabilistic criteria
• The uniform distribution: A rigorous justification for its use in robustness analysis
• Optimal control for linear discrete systems with respect to probabilistic criteria
• One-parameter optimal correction problem for the trajectory of an aerial vehicle with respect to the probability criterion
• On substantiation of the principle of uniformity in the problem of optimization of the probabilistic performance
• Semidefinite programming for chance constrained optimization over semialgebraic sets
• Title not available (Why is that?)
• Autonomous implementation of dynamic operations in a geostationary orbit. I: Formalization of control problem

Cited In (12)

• On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion
• Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function
• Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement
• On the construction of positional control in a multistep portfolio optimization problem with probabilistic criterion
• Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance 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
• Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion
• Sequential improvement method in probabilistic criteria optimization problems for linear-in-state jump diffusion systems
• Suboptimal-in-probability control in the nonlinear stationary system
• Stochastic models and optimization algorithms for decision support in spacecraft control systems preliminary design
• Control optimization by the quantile criterion

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