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Avtomat. i Telemekh., 2019, Issue 1, Pages 38–53 (Mi at14982)  

Stochastic Systems

On optimal retention of the trajectory of discrete stochastic system in tube

V. M. Azanov, Yu. S. Kan

Moscow State Aviation Institute, Moscow, Russia

Abstract: 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.

Keywords: discrete systems, stochastic optimal control, probabilistic criterion, method of dynamic programming, one-parameter pulse correction, control of flying vehicle motion.

Funding Agency Grant Number
Russian Foundation for Basic Research 18-08-00595_а
Russian Science Foundation 16-11-00062

Author to whom correspondence should be addressed

DOI: https://doi.org/10.1134/S0005231019010033

Full text: PDF file (803 kB)
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English version:
Automation and Remote Control, 2019, 80:1, 30–42

Bibliographic databases:

Presented by the member of Editorial Board: Б. М. Миллер

Received: 29.01.2018
Revised: 26.06.2018
Accepted: 08.11.2018

Citation: 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
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