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Solution of the problem of synthesizing a stochastic optimal control using non-linear probabilistic criteria

โœ Scribed by S.V. Sokolov

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
314 KB
Volume
60
Category
Article
ISSN
0021-8928

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โœฆ Synopsis

A method that enabl~ control laws for non-linear stochastic objects to be synthesized exactly is considered. "I'ne control is optimal in the sense of probabiListic criteria of a general form. The advantages of the method over the traditional methods are demom~ted and an example of its practical application is considered.

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## The present paper proposes a numerical approach to a linear optimal control problem with a quadratic performance index. In this technique, the time interval is divided into a number of time segments and all of the unknown functions which appear in the performance index are either interpolated lin