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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1975 Volume 20, Issue 3, Pages 515–526 (Mi tvp3184)

This article is cited in 1 paper

An optimal impulse control problem with incomplete data

V. A. Ryasin

Moscow

Abstract: The paper deals with a problem of impulse control of a point moving in a vicinity of the nominal trajectory. The actual trajectory is unknown to the observer. To determine it, trajectory measurements are carried out. The times of control impulses and their magnitudes are determined in accordance with the trajectory measurements. The problem is reduced to that of controlling some Markov process. The method of solving the problem and necessary calculations are given.

Received: 24.01.1974


 English version:
Theory of Probability and its Applications, 1976, 20:3, 499–511

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