71102

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Optimization of Stochastic Jump Diffusion Systems Nonlinear in the Control

ISBN/ISSN: 

0005-1179

DOI: 

10.1134/S0005117922090077

Наименование источника: 

  • Automation and Remote Control

Обозначение и номер тома: 

Vol. 83, № 9

Город: 

  • Москва

Издательство: 

  • Pleades Publishing, Ltd, Springer

Год издания: 

2022

Страницы: 

1433-1451
Аннотация
We consider the optimal program control problem for a stochastic state- and control-nonlinear jump diffusion system with a given performance functional linear-quadratic in the state. Necessary and sufficient local optimality conditions are obtained, and a numerical procedure for the successive improvement of a given control program is developed. Examples of optimization problems for a switched system with random initial data and terminal invariance are considered as applications.

Библиографическая ссылка: 

Хрусталев М.М., Царьков К.А. Optimization of Stochastic Jump Diffusion Systems Nonlinear in the Control // Automation and Remote Control. 2022. Vol. 83, № 9. С. 1433-1451.