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

DOI10.1134/S0005117917060042MaRDI QIDQ2401031zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 46209 (Why is no real title available?)
• scientific article; zbMATH DE number 3497727 (Why is no real title available?)
• Autonomous implementation of dynamic operations in a geostationary orbit. I: Formalization of control problem
• On optimum control in the presence of random disturbances
• On substantiation of the principle of uniformity in the problem of optimization of the probabilistic performance
• 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
• Problems in stochastic programming with probabilistic criteria
• Semidefinite programming for chance constrained optimization over semialgebraic sets
• The uniform distribution: A rigorous justification for its use in robustness analysis

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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