Solution of the problem of synthesizing a stochastic optimal control using nonlinear probabilistic criteria
type: Item
instance of: scholarly article
title: Solution of the problem of synthesizing a stochastic optimal control using nonlinear probabilistic criteria
zbMATH Open document ID: 0891.93080
DOI: 10.1016/S0021-8928(96)00071-8
author: S. V. Sokolov
published in: Journal of Applied Mathematics and Mechanics
publication date: 1998-07-27T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 1080313
zbMATH Keywords: stochastic optimal control synthesis
zbMATH Keywords: computational methods
reviewed by: Michael Kohlmann
MaRDI profile type: Publication
cites work: Q3996480
cites work: Correlation analysis and estimation of phase coordinates in linear non- Markov systems
cites work: Optimal control of processes with distributed parameters given incomplete information
cites work: Multidimensional algorithm of sliding adaptive reception
full work available at URL: s0021-8928(96)00071-8
OpenAlex ID: W2055499040
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description: scientific article; zbMATH DE number 1080313