M. M. Khrustalev, “Terminal invariance of quasi-linear stochastic diffusion systems that are nonlinear in control variable”, Avtomat. i Telemekh., 2020, Issue 10,Pages <nobr>118

Stochastic Systems

Terminal invariance of quasi-linear stochastic diffusion systems that are nonlinear in control variable

M. M. Khrustalev

Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia

Abstract: The terminal invariance conditions for stochastic diffusion systems established earlier are concretized for the class of quasi-linear systems that are nonlinear in the control variable. Some recommendations on the design of control laws ensuring terminal invariance are given.

Keywords: stochastic system, control, terminal invariance.

Presented by the member of Editorial Board: E. Ya. Rubinovich

Received: 28.02.2020
Revised: 11.05.2020
Accepted: 25.05.2020

DOI: 10.31857/S0005231020100049