Stochastic Systems

The approximate synthesis of some stochastic quasilinear systems

V. B. Kolmanovskii

Moscow

Abstract: The paper proposes an approximate way to design a quasilinear control system with random disturbances of its parameters. The system evolution equations are assumed to contain small nonlinear terms. Then the Bellman equation for the corresponding optimal problem has a small parameter and is solved by expansion of this parameter. The method errors are estimated and the upper-bound of the small parameter values to which the method is applicable is established.

UDC: 62-50


Received: 21.01.1974

 English version: Automation and Remote Control, 1975, 36:1, 44–50

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