Abstract:
The control laws for the stochastic linear undamped system buried in Gaussian white noise were compared. Consideration was given to the magnitude-bounded and unbounded linear feedback controls. The laws were compared for the purpose of possible replacement by the linear-quadratic procedure of the procedure of determination of the switching lines for the bounded-control law.
PACS:02.30.Yy, 45.30.+s, 02.50.Fz
Presented by the member of Editorial Board:B. T. Polyak