This article is cited in 1 paper

Stochastic Systems

Optimal control of nonlinear probabilistic systems from an incomplete state vector

A. V. Panteleev, V. V. Semionov

Moscow

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.

UDC: 62-505.3


Received: 25.03.1982

 English version: Automation and Remote Control, 1984, 45:1, 79–87

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