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Avtomatika i Telemekhanika, 1984, Issue 1, Pages 91–100 (Mi at4593)  
This article is cited in 1 scientific paper (total in 1 paper)

Stochastic Systems

Optimal control of nonlinear probabilistic systems from an incomplete state vector

A. V. Panteleev, V. V. Semionov

Moscow
Full-text PDF (1395 kB) Citations (1)
Abstract: Sufficient conditions are obtained for optimality of control which depends on the specified set of coordinates of the process state vector. The coordinates are assumed to be accurately measurable. Equations are derived for determining the control functions from which, in extreme cases, the procedure of the stochastic maximum principle and the stochastic Bellman equation are obtained. The application of these conditions is illustrated with reference to linear systems whose performance criterion is quadratic.

Received: 25.03.1982
Bibliographic databases:
Document Type: Article
UDC: 62-505.3
Language: Russian
Citation: A. V. Panteleev, V. V. Semionov, “Optimal control of nonlinear probabilistic systems from an incomplete state vector”, Avtomat. i Telemekh., 1984, no. 1, 91–100; Autom. Remote Control, 45:1 (1984), 79–87
Citation in format AMSBIB
\Bibitem{PanSem84}
\by A.~V.~Panteleev, V.~V.~Semionov
\paper Optimal control of nonlinear probabilistic systems from an incomplete state vector
\jour Avtomat. i Telemekh.
\yr 1984
\issue 1
\pages 91--100
\mathnet{http://mi.mathnet.ru/at4593}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=752968}
\zmath{https://zbmath.org/?q=an:0543.93074}
\transl
\jour Autom. Remote Control
\yr 1984
\vol 45
\issue 1
\pages 79--87
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  • https://www.mathnet.ru/eng/at/y1984/i1/p91
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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