Optimal Control of Nonlinear Stochastic Systems under Constraints: An Approximate Determination Method

被引：0
|
作者：
N. E. Rodnishchev
机构：
[1] Typolev State Technical University,Russia Kazan Aviation Institute
[2] Kazan,undefined
来源：
Automation and Remote Control | 2001年 / 62卷
关键词：
Differential Equation; Mechanical Engineer; System Theory; Random Process; Control Function;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
An approximate method is developed for determining the optimal control for nonlinear stochastic systems under mixed equality- and inequality-type constraints on the parameters of the system, control functions, and phase coordinate in the presence of random parameters and additive and multiplicative noises. The method is based on the reduction of the initial stochastic problem to a deterministic problem for the cumulants of a random process described by stochastic differential equations.
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页码：401 / 408
页数：7
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