Optimal finite-dimensional controller of the stochastic differential object's state by its output. I: Incomplete precise measurements

DOI10.1134/S1064230723040111zbMATH Open1528.93240MaRDI QIDQ6178162FDOQ6178162

Authors: E. A. Rudenko 

Publication date: 18 January 2024

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

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Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control/observation systems governed by ordinary differential equations (93C15) Optimal stochastic control (93E20)

Cites Work

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• Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system
• Operational-optimal finite-dimensional dynamic controller of the stochastic differential plant's state according to its output. I: General nonlinear case

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