An algorithm for synthesis of the suboptimal control law for quasi-linear stochastic dynamical systems

We consider the information constrained optimization problem for stochastic dynamical systems governed by quasi-linear Ito equations. Let us describe the information constraints. We suppose that each control vector component depends on a prespecified set of precisely measured state vector components. In this article we present an algorithm for synthesis of the suboptimal control law. This control law is the linear feedback regulator. The linear parameter and the constant term of the regulator are polynomial functions of time. The algorithm is successfully applied to the problem of two-link robotic arm optimal control. These manipulators may be effectively used at space stations, e.g. for moving cargo in outer space.