Optimal control for linear discrete systems with respect to probabilistic criteria

DOI10.1134/S0005117914100038zbMath1309.49022OpenAlexW1969422094MaRDI QIDQ2261809

V. M. Azanov

Publication date: 13 March 2015

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

Full work available at URL: https://doi.org/10.1134/s0005117914100038

zbMATH Keywords

optimal control problemdynamical programmingdiscrete stochastic system

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (4)

Design of optimal strategies in the problems of discrete system control by the probabilistic criterion ⋮ Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time ⋮ One-parameter optimal correction problem for the trajectory of an aerial vehicle with respect to the probability criterion ⋮ On optimal retention of the trajectory of discrete stochastic system in tube

Cites Work

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• Control optimization by the quantile criterion
• Deterministic equivalents for the problems of stochastic programming with probabilistic criteria
• On optimum control in the presence of random disturbances

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