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Avtomatika i Telemekhanika, 2019, Issue 1, Pages 38–53
DOI: https://doi.org/10.1134/S0005231019010033
(Mi at14982)
 

This article is cited in 3 scientific papers (total in 3 papers)

Stochastic Systems

On optimal retention of the trajectory of discrete stochastic system in tube

V. M. Azanov, Yu. S. Kan

Moscow State Aviation Institute, Moscow, Russia
Full-text PDF (803 kB) Citations (3)
References:
Abstract: Consideration was given to the design of the optimal control of the general discrete stochastic system with a criterion as the probability of the state vector sojourn in the given sets at each time instant. Derived were relations of the dynamic programming enabling one to establish an optimal solution in the class of Markov strategies without extension of the state vector with subsequent reduction to an equivalent problem with the probabilistic terminal criterion. Consideration was given to the problem of one-parameter correction of the flying vehicle trajectory. An analytical solution was established.
Keywords: discrete systems, stochastic optimal control, probabilistic criterion, method of dynamic programming, one-parameter pulse correction, control of flying vehicle motion.
Funding agency Grant number
Russian Foundation for Basic Research 18-08-00595_а
Russian Science Foundation 16-11-00062
Presented by the member of Editorial Board: B. M. Miller

Received: 29.01.2018
Revised: 26.06.2018
Accepted: 08.11.2018
English version:
Automation and Remote Control, 2019, Volume 80, Issue 1, Pages 30–42
DOI: https://doi.org/10.1134/S000511791901003X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. M. Azanov, Yu. S. Kan, “On optimal retention of the trajectory of discrete stochastic system in tube”, Avtomat. i Telemekh., 2019, no. 1, 38–53; Autom. Remote Control, 80:1 (2019), 30–42
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/at/y2019/i1/p38
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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