Nonlinear control of stochastic systems

被引：0
|
作者：
Trigub, M.V.
Yasinskij, V.V.
机构：
来源：
Problemy Upravleniya I Informatiki (Avtomatika) | 2001年 / 02期
关键词：
Cost functional;
D O I：
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学科分类号：
摘要：
We study nonlinear nonstationary dynamic systems with control, described by Ito equations. We solve the problem of approximate optimal control synthesis, which satisfies the prescribed restriction under condition of the cost functional minimum.
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页码：72 / 81
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