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Avtomatika i Telemekhanika, 1976, Issue 10, Pages 5–16 (Mi at8148)  
Stochastic Systems

Stochastic design of optimal control

G. M. Aleschenko, Yu. M. Fatkin

Moscow
Full-text PDF (1754 kB)
Abstract: Representing the motion of a phase point as variation of the probability that it will stay in certain fixed positions makes it possible to transform the differential equations of the original optimization problem into a stochastic equation system. Solution of the variational problem in the stochastic version in the case of an inverse transformation is interpreted as approximate design of optimal control.

Received: 25.11.1975
Bibliographic databases:
Document Type: Article
UDC: 62-50:519.2
Language: Russian
Citation: G. M. Aleschenko, Yu. M. Fatkin, “Stochastic design of optimal control”, Avtomat. i Telemekh., 1976, no. 10, 5–16; Autom. Remote Control, 37:10 (1976), 1475–1485
Citation in format AMSBIB
\Bibitem{AleFat76}
\by G.~M.~Aleschenko, Yu.~M.~Fatkin
\paper Stochastic design of optimal control
\jour Avtomat. i Telemekh.
\yr 1976
\issue 10
\pages 5--16
\mathnet{http://mi.mathnet.ru/at8148}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=453158}
\zmath{https://zbmath.org/?q=an:0354.49002}
\transl
\jour Autom. Remote Control
\yr 1976
\vol 37
\issue 10
\pages 1475--1485
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