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Avtomatika i Telemekhanika, 2019, Issue 7, Pages 89–104
DOI: https://doi.org/10.1134/S0005231019070031 (Mi at14980) 		 
This article is cited in 4 scientific papers (total in 4 papers)

Stochastic Systems

Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems

M. M. Khrustalevab, E. E. Oneginab

a Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
b Moscow Aviation Institute, Moscow, Russia
Full-text PDF (655 kB) Citations (4)
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DOI: https://doi.org/10.1134/S0005231019070031
Abstract: A wide class of admissible control strategies that guarantee the mean-square stabilization of a stochastic system is considered. Necessary and sufficient conditions for the opti-mality of a linear time-invariant controller are established. The difference between the stated problem and the optimal control problem on an infinite time interval is demonstrated. The obtained optimality conditions are illustrated by the example of stabilization of an artificial Earth satellite in the neighborhood of a circular orbit.
Keywords: quasi-linear stochastic systems, optimal stabilization, linear controller.
Funding agency Grant number
Russian Academy of Sciences - Federal Agency for Scientific Organizations 9.7555. 2017/БЧ
This work was carried out within the state task no. 9.7555.2017/BCh.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 01.02.2018
Revised: 20.10.2018
Accepted: 08.11.2018
English version:
Automation and Remote Control, 2019, Volume 80, Issue 7, Pages 1252–1264
DOI: https://doi.org/10.1134/S0005117919070038
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. M. Khrustalev, E. E. Onegin, “Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems”, Avtomat. i Telemekh., 2019, no. 7, 89–104; Autom. Remote Control, 80:7 (2019), 1252–1264
Citation in format AMSBIB
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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