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Avtomatika i Telemekhanika, 2017, Issue 6, Pages 57–83 (Mi at14464)  
This article is cited in 12 scientific papers (total in 12 papers)

Stochastic Systems

Design of optimal strategies in the problems of discrete system control by the probabilistic criterion

V. M. Azanov, Yu. S. Kan

Moscow State Aviation Institute, Moscow, Russia
Full-text PDF (725 kB) Citations (12)
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Abstract: A modification was proposed for the relations of the method of dynamic programming in the problems of optimal stochastic control of the discrete systems by the probabilistic performance criterion. It enabled one to simplify the process of finding the optimal Markov strategy and obtain a suboptimal solution. Its efficiency was verified by the examples of maneuver optimization of the stationary satellite in the neighborhood of a geostationary orbit. An explicit form of the optimal control for the bilinear system with probabilistic terminal criterion was determined using the results obtained.
Keywords: stochastic optimal control, probabilistic criterion, discrete systems, method of dynamic programming.
Funding agency Grant number
Russian Science Foundation 16-11-00062
This work was supported by the Russian Science Foundation, project no. 16-11-00062.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 28.05.2016
English version:
Automation and Remote Control, 2017, Volume 78, Issue 6, Pages 1006–1027
DOI: https://doi.org/10.1134/S0005117917060042
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. M. Azanov, Yu. S. Kan, “Design of optimal strategies in the problems of discrete system control by the probabilistic criterion”, Avtomat. i Telemekh., 2017, no. 6, 57–83; Autom. Remote Control, 78:6 (2017), 1006–1027
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/at/y2017/i6/p57
    • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    References:34
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