Abonnement à la biblothèque: Guest
Portail numérique Bibliothèque numérique eBooks Revues Références et comptes rendus Collections
Journal of Automation and Information Sciences
SJR: 0.232 SNIP: 0.464 CiteScore™: 0.27

ISSN Imprimer: 1064-2315
ISSN En ligne: 2163-9337

Volumes:
Volume 51, 2019 Volume 50, 2018 Volume 49, 2017 Volume 48, 2016 Volume 47, 2015 Volume 46, 2014 Volume 45, 2013 Volume 44, 2012 Volume 43, 2011 Volume 42, 2010 Volume 41, 2009 Volume 40, 2008 Volume 39, 2007 Volume 38, 2006 Volume 37, 2005 Volume 36, 2004 Volume 35, 2003 Volume 34, 2002 Volume 33, 2001 Volume 32, 2000 Volume 31, 1999 Volume 30, 1998 Volume 29, 1997 Volume 28, 1996

Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v33.i4.70
10 pages

Control of Nonlinear Stochastic Systems

Mariya V. Trigub
National Technical University of Ukraine "Kyiv Polytechnical Institute", Kyiv, Ukraine
Vasiliy V. Yasinskiy
National Technical University of Ukraine "Kyiv Polytechnical Institute", Kyiv

RÉSUMÉ

We study nonlinear non-stationary dynamical systems with control described by the Ito equations. The problem of the approximate optimal synthesis of control, which satisfies the beforehand given restriction under the condition of the minimum of the performance criterion in the form of the mathematical expectation is given as integral from a function, which contains the addend with modulus of the control function.


Articles with similar content:

DIFFERENTIAL CONSTRAINTS FOR THE PROBABILITY DENSITY FUNCTION OF STOCHASTIC SOLUTIONS TO THE WAVE EQUATION
International Journal for Uncertainty Quantification, Vol.2, 2012, issue 3
George Em Karniadakis, Daniele Venturi
Methods of Optimal Set Partitioning for Some Start Control Problems with Quadratic Functional
Journal of Automation and Information Sciences, Vol.32, 2000, issue 5
Larisa S. Koriashkina
Sufficient Optimality Conditions for Control Problem of Random Structure Systems with Infinite Aftereffect under the Presence of Markovian Parameters
Journal of Automation and Information Sciences, Vol.41, 2009, issue 4
Victor I. Musurivskiy
On Mathematical Foundations of Functioning of Computer System of Optimal Control of a Trawler. Part I
Journal of Automation and Information Sciences, Vol.38, 2006, issue 5
Victor I. Musurivskiy
Linear-Quadratic Optimal Control Problem for a Hyperbolic System
Journal of Automation and Information Sciences, Vol.47, 2015, issue 2
Miroslav M. Kopets