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.
引用
收藏
页码：401 / 408
页数：7
相关论文
共 50 条
  • [31] LINEAR STOCHASTIC OPTIMAL CONTROL UNDER INFORMATION RATE CONSTRAINTS
    LEFEVRE, RJ
    STEAR, EB
    INTERNATIONAL JOURNAL OF CONTROL, 1973, 17 (02) : 273 - 284
  • [32] Stochastic stability of nonlinear dynamical systems under information constraints
    Kawan, Christoph
    Yuksel, Serdar
    2019 IEEE INFORMATION THEORY WORKSHOP (ITW), 2019, : 85 - 89
  • [33] APPROXIMATE DESIGNING OF OPTIMAL TERMINAL CONTROL OF A LINEAR STOCHASTIC PLANT WITH CONSTRAINTS ON THE CONTROL MAGNITUDE AND ENERGY
    GRIDASOV, IP
    AUTOMATION AND REMOTE CONTROL, 1987, 48 (08) : 1040 - 1046
  • [34] Approximate optimal tracking control for nonlinear time-delay systems under persistent disturbances
    College of Information Science and Engineering, Ocean University of China, Qingdao 266071, China
    不详
    Dianji yu Kongzhi Xuebao, 2008, 2 (206-212):
  • [35] Approximate optimal tracking control for a class of nonlinear systems with disturbances
    Gao, De-Xin
    Tang, Gong-You
    Zhang, Bao-Lin
    WCICA 2006: SIXTH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION, VOLS 1-12, CONFERENCE PROCEEDINGS, 2006, : 521 - +
  • [36] A NUMERICAL SCHEME FOR APPROXIMATE OPTIMAL CONTROL OF NONLINEAR HYBRID SYSTEMS
    Borzabadi, Akbar H.
    Sadjadi, Mohammad E.
    Moshiri, Behzad
    INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL, 2010, 6 (06): : 2715 - 2724
  • [37] Approximate Optimal Control of Nonlinear Systems with Quadratic Performance Criteria
    Zidek, Robert A. E.
    Kolmanovsky, Ilya V.
    2015 AMERICAN CONTROL CONFERENCE (ACC), 2015, : 5587 - 5592
  • [38] Approximate optimal tracking control for nonlinear systems based on optimization
    Ji Z.
    Lou X.-Y.
    Wu W.
    Lou, Xu-Yang (Louxy@jiangnan.edu.cn), 1600, Northeast University (36): : 97 - 104
  • [39] Nonlinear stochastic optimal control of quasi Hamiltonian systems
    Zhu, W. Q.
    PROCEEDINGS OF THE ASME INTERNATIONAL DESIGN ENGINEERING TECHNICAL CONFERENCES AND COMPUTERS AND INFORMATION IN ENGINEERING CONFERENCE, VOL 1, PTS A-C, 2005, : 1719 - 1733
  • [40] Reinforcement learning for optimal control of stochastic nonlinear systems
    Zhu, Xinji
    Wang, Yujia
    Wu, Zhe
    AICHE JOURNAL, 2025,
12345