This article is cited in 3 papers

Optimal programmed controls: existence and approximation

D. A. Khrychev

Moscow State Institute of Radio-Engineering, Electronics and Automation (Technical University)

Abstract: The existence of an optimal programmed control is proved for a Mayer problem with random parameters under sufficiently general conditions on a dynamical system. For obtaining suboptimal controls a method is considered that uses discretization of the distribution of the random parameters. It is shown that the results can be extended to problems with distributed parameters.

UDC: 517.977

MSC: Primary 93E20, 34F05, 35R60, 35L70; Secondary 49M99, 49J15, 49J20

Received: 29.02.2000

DOI: 10.4213/sm567

 English version: Sbornik: Mathematics, 2001, 192:5, 763–783

Bibliographic databases:

• 
• 
• 
•