Optimal control of linear systems on the basis of a quantile criterion

MaRDI QIDQ923040zbMATH OpenFDO

Authors Yu. S. Kan, A. I. Kibzun

Publication date 1990

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

zbMATH Keywords

linear continuous stochastic systemundetermined disturbances

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Review text

The optimal control of a linear continuous stochastic system in the presence of undetermined disturbances is considered with respect to a terminal quantile criterion. A solution method is presented. Examples are given.

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(7)

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• Control optimization by the quantile criterion
• Optimal quantile control of dynamic systems
• Guaranteed value of the quadratic criterion for quality of linear system operation
• Optimal control for linear discrete systems with respect to probabilistic criteria
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• Optimal control for quasi-linear systems with small parameters

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