38475 | ИПУ РАН

Автор(ы):

Автор(ов):

Параметры публикации

Тип публикации:

Доклад

Название:

Numerical method for optimization of quasi-linear dynamical stochastic systems, nonlinear in control

Электронная публикация:

Да

ISBN/ISSN:

978-1-4673-9997-5

DOI:

10.1109/STAB.2016.7541194

Наименование конференции:

2016 International Conference Stability and Oscillations of Nonlinear Control Systems (Pyatnitskiy's Conference)

Наименование источника:

Proceedings of 2016 International Conference Stability and Oscillations of Nonlinear Control Systems (Pyatnitskiy's Conference)

Город:

Москва

Издательство:

IEEE

Год издания:

2016

Страницы:

http://ieeexplore.ieee.org/document/7541194/

Аннотация

In this work we consider the optimal control problem for quasi-linear dynamical stochastic systems, whose coefficients in general are nonlinear functions of control vector. We propose a numerical optimization algorithm based on gradient descent method in a functional space.

Библиографическая ссылка:

Хрусталев М.М., Румянцев Д.С., Царьков К.А. Numerical method for optimization of quasi-linear dynamical stochastic systems, nonlinear in control / Proceedings of 2016 International Conference Stability and Oscillations of Nonlinear Control Systems (Pyatnitskiy's Conference). М.: IEEE, 2016. С. http://ieeexplore.ieee.org/document/7541194/.