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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

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Sufficient Optimality Conditions for Control Problem of Random Structure Systems with Infinite Aftereffect under the Presence of Markovian Parameters

Volume 41, Issue 4, 2009, pp. 43-50
DOI: 10.1615/JAutomatInfScien.v41.i4.40
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ABSTRACT

A general approach to solving a control problem of random structure systems with infinite aftereffect is substantiated. This approach is based on the Bellman method of dynamical programming. The Bellman functional equation is adduced on basis of which for linear systems one can synthesize an optimal control and obtain a minimal value of performance criterion.

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