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Avtomatika i Telemekhanika, 2018, Issue 1, Pages 130–146 (Mi at14707)  
This article is cited in 15 scientific papers (total in 15 papers)

Topical issue

Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis

A. V. Panteleev, K. A. Rybakov

Moscow Aviation Institute (National State University), Moscow, Russia
Full-text PDF (668 kB) Citations (15)
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Abstract: The sufficient $\varepsilon$-optimality conditions for the control of the nonlinear continuous stochastic systems with incomplete feedback were formulated and proved. They enabled one to estimate the precision of approximate control as compared with the value-optimal performance functional. Relations were established to determine the $\varepsilon$-optimal control, and a strategy was worked out to determine its use in minimizing the total mismatch of the resulting relations.
Keywords: incomplete information, incomplete feedback, optimal control, approximate methods, extension principle, stochastic system, optimality conditions.
Funding agency Grant number
Russian Foundation for Basic Research 16-07-00419-а
This work was supported by the Russian Foundation for Basic Research, project no. 16-07-00419-a.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 20.03.2017
English version:
Automation and Remote Control, 2018, Volume 79, Issue 1, Pages 103–116
DOI: https://doi.org/10.1134/S0005117918010095
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. V. Panteleev, K. A. Rybakov, “Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis”, Avtomat. i Telemekh., 2018, no. 1, 130–146; Autom. Remote Control, 79:1 (2018), 103–116
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/at/y2018/i1/p130
    • This publication is cited in the following 15 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Full-text PDF :43
    References:42
    First page:24
     
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