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Solution of the problem of synthesizing a stochastic optimal control using nonlinear probabilistic criteria - MaRDI portal

Solution of the problem of synthesizing a stochastic optimal control using nonlinear probabilistic criteria (Q1371067)

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scientific article; zbMATH DE number 1080313
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Solution of the problem of synthesizing a stochastic optimal control using nonlinear probabilistic criteria
scientific article; zbMATH DE number 1080313

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    Solution of the problem of synthesizing a stochastic optimal control using nonlinear probabilistic criteria (English)
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    27 July 1998
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    A method is suggested to synthesize control laws for nonlinear stochastic objects using nonlinear criteria. On this basis, methods are analyzed for the computational implementation of the optimal control.
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    stochastic optimal control synthesis
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    computational methods
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