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Program Systems: Theory and Applications, 2013, Volume 4, Issue 2, Pages 3–20 (Mi ps89)  
This article is cited in 1 scientific paper (total in 1 paper)

Optimization Methods and Control Theory

Optimal Control of Stochastic Systems with Impulses Generated by Erlang Flow of Events

K. A. Rybakov

Moscow Aviation Institute (State University of Aerospace Technologies)
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Abstract: The problem of optimal control for nonlinear stochastic systems given by Itô stochastic differential equation with a jump component, which describes the effects of random impulses, is considered. It is assumed that the time intervals between successive impulses can be described by Erlang distribution. An incomplete information about the state vector is used for the control.
Key words and phrases: Impulses, Incomplete Information, Extension Principle, Optimal Control, Stochastic System, Erlang Process.
Document Type: Article
UDC: 517.977.5
Language: Russian
Citation: K. A. Rybakov, “Optimal Control of Stochastic Systems with Impulses Generated by Erlang Flow of Events”, Program Systems: Theory and Applications, 4:2 (2013), 3–20
Citation in format AMSBIB
\Bibitem{Ryb13}
\by K.~A.~Rybakov
\paper Optimal Control of Stochastic Systems with Impulses Generated by Erlang Flow of Events
\jour Program Systems: Theory and Applications
\yr 2013
\vol 4
\issue 2
\pages 3--20
\mathnet{http://mi.mathnet.ru/ps89}
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  • https://www.mathnet.ru/eng/ps89
  • https://www.mathnet.ru/eng/ps/v4/i2/p3
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Program Systems: Theory and Applications
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    Abstract page:410
    Full-text PDF :195
    References:48
    First page:1
     
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