On the control of stochastic systems
β Scribed by G. Adomian; L.H. Sibul
- Publisher
- Elsevier Science
- Year
- 1981
- Tongue
- English
- Weight
- 543 KB
- Volume
- 83
- Category
- Article
- ISSN
- 0022-247X
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π SIMILAR VOLUMES
The practical stability of optimal stochastic control systems for processes having dead-times is considered. Previously obtained necessary conditions for practical stability of such systems are generalized using Pontryagin's theorem on the roots of two-variable polynomials. The conditions are expres
Some necessary and sufficient conditions are found for the existence of the optimal control for systems with a singular mean-square performance index. Optimal control is obtained by the use of pseudo-inverse. The asymptotic behavior of sub-optimal control is also studied.