RUS  ENG
Full version
JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 2006 Issue 7, Pages 76–87 (Mi at1210)

This article is cited in 2 papers

Stochastic Systems

An approximate optimal control for discrete models: Its design

M. Yu. Ukhin

Program Systems Institute of RAS

Abstract: Constructive schemes for designing approximate optimal controls based on the Krotov sufficient conditions of optimality, extension principle, and global estimation are described. Different approximations for Bellman-type relations and effective indirect schemes based on degeneracy and turnpike nature of solutions of applied problems are studied. Irrespective of the initial formulation of a problem, discrete-time models (exact or approximate models obtained from discretization of the initial model) are used in the final design stage. Examples are given.

PACS: 02.30.Yy

Presented by the member of Editorial Board: B. M. Miller

Received: 13.09.2005


 English version:
Automation and Remote Control, 2006, 67:7, 1082–1092

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024