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Avtomat. i Telemekh., 2017, Issue 6, Pages 57–83 (Mi at14464)  

This article is cited in 3 scientific papers (total in 3 papers)

Stochastic Systems

Design of optimal strategies in the problems of discrete system control by the probabilistic criterion

V. M. Azanov, Yu. S. Kan

Moscow State Aviation Institute, Moscow, Russia

Abstract: A modification was proposed for the relations of the method of dynamic programming in the problems of optimal stochastic control of the discrete systems by the probabilistic performance criterion. It enabled one to simplify the process of finding the optimal Markov strategy and obtain a suboptimal solution. Its efficiency was verified by the examples of maneuver optimization of the stationary satellite in the neighborhood of a geostationary orbit. An explicit form of the optimal control for the bilinear system with probabilistic terminal criterion was determined using the results obtained.

Keywords: stochastic optimal control, probabilistic criterion, discrete systems, method of dynamic programming.

Funding Agency Grant Number
Russian Science Foundation 16-11-00062
This work was supported by the Russian Science Foundation, project no. 16-11-00062.

Author to whom correspondence should be addressed

Full text: PDF file (725 kB)
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English version:
Automation and Remote Control, 2017, 78:6, 1006–1027

Bibliographic databases:

Presented by the member of Editorial Board: . . 

Received: 28.05.2016

Citation: V. M. Azanov, Yu. S. Kan, “Design of optimal strategies in the problems of discrete system control by the probabilistic criterion”, Avtomat. i Telemekh., 2017, no. 6, 57–83; Autom. Remote Control, 78:6 (2017), 1006–1027

Citation in format AMSBIB
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\paper Design of optimal strategies in the problems of discrete system control by the probabilistic criterion
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\transl
\jour Autom. Remote Control
\yr 2017
\vol 78
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\pages 1006--1027
\crossref{https://doi.org/10.1134/S0005117917060042}
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    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, “Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion”, Autom. Remote Control, 79:2 (2018), 203–215  mathnet  crossref  isi  elib
    2. 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  mathnet  crossref  crossref  isi  elib
    3. V. M. Azanov, Yu. S. Kan, “Usilennaya otsenka funktsii Bellmana v zadachakh stokhasticheskogo optimalnogo upravleniya s veroyatnostnym kriteriem kachestva”, Avtomat. i telemekh., 2019, no. 4, 53–69  mathnet  crossref  elib
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