Synthesis of optimal control of dynamic systems with infinite aftereffect, a small parameter, and Poisson perturbations

DOI10.1007/S10559-007-0072-4MaRDI QIDQ2467990zbMATH OpenOpenAlexFDO

Authors Svitlana V. Antonyuk, V. K. Yasins'kyj

Publication date 30 January 2008

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-007-0072-4

zbMATH Keywords

approximate synthesisinfinite aftereffectoptimal controlPoisson perturbationsmall parameter

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20)

Review text

A methodology is obtained that makes it possible to synthesize an optimal control for stochastic systems of functional-differential equations with the entire prehistory and a small parameter and takes into account continuous Wiener-type and discontinuous Poisson-type perturbations. It is proved that the sought-for control can be found as an optimal control of some auxiliary problem.

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Cites work

• scientific article; zbMATH DE number 195227 (Why is no real title available?)
• The almost sure Skorokhod representation for subsequences in nonmetric spaces

Cited in

(4)

• Optimal parametric synthesis of continuous/discrete stochastic terminal control systems
• Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching
• The small parameter method for solving the problem of optimal stabilization of systems with random structure and random jumps of the phase vector
• On the construction of control synthesis for linearly perturbed controlled system for infinite time

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