K. A. Rybakov, I. L. Sotskova, “An optimal control for random-structure nonlinear systems under incomplete state vector information”, Avtomat. i Telemekh., 2006, Issue 7,Pages <nobr>62

This article is cited in 5 papers

Stochastic Systems

An optimal control for random-structure nonlinear systems under incomplete state vector information

K. A. Rybakov, I. L. Sotskova

Moscow Aviation Institute

Abstract: New sufficient conditions for the optimality of control for random-structure nonlinear stochastic systems under incomplete state vector information are formulated. Relations for determining the optimal control for the general minimized functional and for the mean optimal control are derived.

PACS: 02.30.Yy

Presented by the member of Editorial Board: B. T. Polyak

Received: 27.12.2004