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Avtomatika i Telemekhanika, 2011, Issue 11, Pages 174–190 (Mi at2869)  
This article is cited in 3 scientific papers (total in 3 papers)

Stochastic Systems

Optimal and stable controllable stochastic systems synthesis with incomplete state information on an unbounded time interval

M. M. Khrustalevab

a Center of Stability and Nonlinear Dynamics Studies, Blagonravov Institute of Mechanical Engineering, Russian Academy of Sciences, Moscow, Russia
b Moscow Aviation Institute (State Technical University), Moscow, Russia
Full-text PDF (253 kB) Citations (3)
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Abstract: We propose a method of control strategy synthesis for a stochastic dynamical system on an unbounded time interval that provides for the stability of the system and optimality of stabilization cost per unit of time with respect to a given criterion. We assume that a control strategy may depend only on a part of the state vector components subject to measurement. We consider both the general nonlinear and special linear cases.
Presented by the member of Editorial Board: A. P. Kurdyukov

Received: 06.06.2011
English version:
Automation and Remote Control, 2011, Volume 72, Issue 11, Pages 2379–2394
DOI: https://doi.org/10.1134/S0005117911110129
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. M. Khrustalev, “Optimal and stable controllable stochastic systems synthesis with incomplete state information on an unbounded time interval”, Avtomat. i Telemekh., 2011, no. 11, 174–190; Autom. Remote Control, 72:11 (2011), 2379–2394
Citation in format AMSBIB
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\paper Optimal and stable controllable stochastic systems synthesis with incomplete state information on an unbounded time interval
\jour Avtomat. i Telemekh.
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  • https://www.mathnet.ru/eng/at/y2011/i11/p174
    • 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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    Full-text PDF :110
    References:43
    First page:23
     
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