Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system

DOI10.1134/S0005117920110028zbMath1457.93076OpenAlexW3111281731MaRDI QIDQ2229526

A. V. Bosov

Publication date: 18 February 2021

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117920110028

zbMATH Keywords

optimal controlstochastic differential equationMonte Carlo methodstochastic differential systemstochastic filteringconditionally optimal filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10)

Related Items (2)

The problem of controlling the linear output of a nonlinear uncontrollable stochastic differential system by the square criterion ⋮ Optimal finite-dimensional controller of the stochastic differential object's state by its output. I: Incomplete precise measurements

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