This article is cited in 1 paper

Stochastic Systems

Optimal programmed control of a stochastic plant with constraints on the state for every time instant

N. G. Dokuchaev, V. A. Yakubovich

Leningrad

Abstract: Optimization problems are considered lor a stochastic plant, the control being assumed deterministic and the plant operation constrained by inequalities for every time instant. The necessary extremum conditions are given as “maximum principles”. An example is given.

UDC: 62.505


Received: 07.02.1983

 English version: Automation and Remote Control, 1984, 45:7, 859–866

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