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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 3, Pages 515–526
(Mi tvp3184)
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This article is cited in 1 scientific paper (total in 1 paper)
An optimal impulse control problem with incomplete data
V. A. Ryasin Moscow
Abstract:
The paper deals with a problem of impulse control of a point moving in a vicinity of the nominal trajectory. The actual trajectory is unknown to the observer. To determine it, trajectory measurements are carried out. The times of control impulses and their magnitudes are determined in accordance with the trajectory measurements. The problem is reduced to that of controlling some Markov process. The method of solving the problem and necessary calculations are given.
Received: 24.01.1974
Citation:
V. A. Ryasin, “An optimal impulse control problem with incomplete data”, Teor. Veroyatnost. i Primenen., 20:3 (1975), 515–526; Theory Probab. Appl., 20:3 (1976), 499–511
Linking options:
https://www.mathnet.ru/eng/tvp3184 https://www.mathnet.ru/eng/tvp/v20/i3/p515
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Abstract page: | 180 | Full-text PDF : | 104 |
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