RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB
 General information Latest issue Archive Impact factor Guidelines for authors Submit a manuscript Search papers Search references RSS Latest issue Current issues Archive issues What is RSS

 Avtomat. i Telemekh.: Year: Volume: Issue: Page: Find

 Avtomat. i Telemekh., 2014, Issue 10, Pages 39–51 (Mi at14131)

Stochastic Systems, Queuing Systems

Optimal control for linear discrete systems with respect to probabilistic criteria

V. M. Azanov

Moscow Aviation Institute, Moscow, Russia

Abstract: We consider the optimal control problem for a linear discrete stochastic system. The optimality criterion is the probability for the first coordinate of the system to fall into a given neighborhood of zero in time not exceeding a predefined value. The problem reduces to an equivalent stochastic optimal control problem with probabilistic terminal criterion. The latter can be solved analytically with dynamical programming. We give sufficient conditions for which the resulting optimal control turns out to be also optimal with respect to the quantile criterion.

Full text: PDF file (209 kB)
References: PDF file   HTML file

English version:
Automation and Remote Control, 2014, 75:10, 1743–1753

Bibliographic databases:

Presented by the member of Editorial Board: À. È. Êèáçóí

Citation: V. M. Azanov, “Optimal control for linear discrete systems with respect to probabilistic criteria”, Avtomat. i Telemekh., 2014, no. 10, 39–51; Autom. Remote Control, 75:10 (2014), 1743–1753

Citation in format AMSBIB
\Bibitem{Aza14} \by V.~M.~Azanov \paper Optimal control for linear discrete systems with respect to probabilistic criteria \jour Avtomat. i Telemekh. \yr 2014 \issue 10 \pages 39--51 \mathnet{http://mi.mathnet.ru/at14131} \transl \jour Autom. Remote Control \yr 2014 \vol 75 \issue 10 \pages 1743--1753 \crossref{https://doi.org/10.1134/S0005117914100038} \isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000343751700003} \scopus{http://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84911970674} 

• http://mi.mathnet.ru/eng/at14131
• http://mi.mathnet.ru/eng/at/y2014/i10/p39

 SHARE:

Citing articles on Google Scholar: Russian citations, English citations
Related articles on Google Scholar: Russian articles, English articles

This publication is cited in the following articles:
1. V. M. Azanov, Yu. S. Kan, “One-parameter optimal correction problem for the trajectory of an aerial vehicle with respect to the probability criterion”, J. Comput. Syst. Sci. Int., 55:2 (2016), 271–283
2. V. M. Azanov, Yu. S. Kan, “Design of optimal strategies in the problems of discrete system control by the probabilistic criterion”, Autom. Remote Control, 78:6 (2017), 1006–1027
3. V. M. Azanov, Yu. S. Kan, “On optimal retention of the trajectory of discrete stochastic system in tube”, Autom. Remote Control, 80:1 (2019), 30–42
•  Number of views: This page: 848 Full text: 93 References: 53 First page: 84