APPROXIMATE SYNTHESIS OF OPTIMAL CONTROL OVER QUASILINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH A SMALL PARAMETER AND POISSON PERTURBATIONS

被引：0

作者：

Yasinskii, V. K. ^{[1
]}

Yasinskaya, L. I. ^{[1
]}

Antonyuk, S. V. ^{[1
]}

机构：

[1] Yurii Fedkovich Chernovitskii Natl Univ, Chernovtsy, Ukraine

来源：

CYBERNETICS AND SYSTEMS ANALYSIS | 2008年 / 44卷 / 03期

关键词：

approximate synthesis; optimal control; quasilinear stochastic functional-differential quation; small parameter; Poisson perturbation;

D O I：

10.1007/s10559-008-9008-x

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

The authors obtain successive approximations to the optimal control over a quasilinear system of stochastic functional- differential equations with Poisson disturbances and a quadratic quality functional.

引用

页码：341 / 347

页数：7

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