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Journal of Automation and Information Sciences

Published 12 issues per year

ISSN Print: 1064-2315

ISSN Online: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

Indexed in

Control of Nonlinear Stochastic Systems

Volume 33, Issue 4, 2001, 10 pages
DOI: 10.1615/JAutomatInfScien.v33.i4.70
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ABSTRACT

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.

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