Avtomat. i Telemekh., 2019, Issue 1, Pages 38–53
On optimal retention of the trajectory of discrete stochastic system in tube
V. M. Azanov, Yu. S. Kan
Moscow State Aviation Institute, Moscow, Russia
Consideration was given to the design of the optimal control of the general discrete stochastic system with a criterion as the probability of the state vector sojourn in the given sets at each time instant. Derived were relations of the dynamic programming enabling one to establish an optimal solution in the class of Markov strategies without extension of the state vector with subsequent reduction to an equivalent problem with the probabilistic terminal criterion. Consideration was given to the problem of one-parameter correction of the flying vehicle trajectory. An analytical solution was established.
discrete systems, stochastic optimal control, probabilistic criterion, method of dynamic programming, one-parameter pulse correction, control of flying vehicle motion.
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Automation and Remote Control, 2019, 80:1, 30–42
Presented by the member of Editorial Board: Б. М. Миллер
V. M. Azanov, Yu. S. Kan, “On optimal retention of the trajectory of discrete stochastic system in tube”, Avtomat. i Telemekh., 2019, no. 1, 38–53; Autom. Remote Control, 80:1 (2019), 30–42
Citation in format AMSBIB
\by V.~M.~Azanov, Yu.~S.~Kan
\paper On optimal retention of the trajectory of discrete stochastic system in tube
\jour Avtomat. i Telemekh.
\jour Autom. Remote Control
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