Sequential improvement method in probabilistic criteria optimization problems for linear-in-state jump diffusion systems

DOI10.1134/S0005117923060061zbMath1525.93480MaRDI QIDQ6060490

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Publication date: 3 November 2023

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

zbMATH Keywords

jump diffusionKrotov methodquantile optimizationprobabilistic criterion

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Optimal stochastic control (93E20)

Cites Work

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• Design of optimal strategies in the problems of discrete system control by the probabilistic criterion
• Optimization of quasilinear stochastic control-nonlinear diffusion systems
• A Multivariate Tchebycheff Inequality

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