OPTIMIZATION OF NONLINEAR STOCHASTIC SYSTEMS IN THE SPECTRAL CHARACTERISTICS OF CONTROLS

OPTIMIZATION OF NONLINEAR STOCHASTIC SYSTEMS IN THE SPECTRAL CHARACTERISTICS OF CONTROLS

The author presents the spectral method of determining relatively optimal control in case of incomplete infor- mation about the state vector for multidimensional nonlinear continuous stochastic systems, which are governed by Itô’s stochastic differential equations. The quality criterion is given as...

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Bibliographic Details
Main Author: K. A. Rybakov
Format: Article
Language:Russian
Published: Moscow State Technical University of Civil Aviation 2017-05-01
Series:Naučnyj Vestnik MGTU GA
Subjects:
optimal control
optimization
incomplete information
spectral method
spectral transformation
spectral characteristic
spectral form of mathematical description
stochastic system
Online Access:https://avia.mstuca.ru/jour/article/view/1053

Internet

https://avia.mstuca.ru/jour/article/view/1053

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