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Avtomatika i Telemekhanika, 2018, Issue 12, Pages 83–102
DOI: https://doi.org/10.31857/S000523100002859-8 (Mi at14999) 		 
This article is cited in 5 scientific papers (total in 5 papers)

Stochastic Systems

Sufficient relative minimum conditions in the optimal control problem for quasilinear stochastic systems

M. M. Khrustalev, K. A. Tsarkov

V.A. Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
Full-text PDF (1596 kB) Citations (5)
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DOI: https://doi.org/10.31857/S000523100002859-8
Abstract: We consider the optimal control problem for quasilinear stochastic systems with continuous time whose coefficients have a generally non-linear dependence on the program control. We establish sufficient conditions for a strong and weak relative minimum. We give examples of using the resulting conditions for constructing optimal control in a nonlinear onedimensional problem and in a two-dimensional linear problem with information constraints and analyze the possible results.
Keywords: stochastic optimal control, quasilinear dynamical system, nonlinear dynamic system.
Funding agency Grant number
Russian Foundation for Basic Research 16-08-00472_а
This work was supported in part by the Russian Foundation for Basic Research, project no. 16-08-00472.
Presented by the member of Editorial Board: E. Ya. Rubinovich

Received: 26.02.2018
English version:
Automation and Remote Control, 2018, Volume 79, Issue 12, Pages 2169–2185
DOI: https://doi.org/10.1134/S000511791812007X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. M. Khrustalev, K. A. Tsarkov, “Sufficient relative minimum conditions in the optimal control problem for quasilinear stochastic systems”, Avtomat. i Telemekh., 2018, no. 12, 83–102; Autom. Remote Control, 79:12 (2018), 2169–2185
Citation in format AMSBIB
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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