Optimizing quasilinear stochastic dynamical systems with complex structure

We propose a generalization and a specification of our results for synthesizing optimal trajectories in control problems for quasilinear stochastic dynamical systems of diffuse type. Information constraints imposed on the system are reflected in the fact that each component of the control strategy may depend only on a preselected subset of exactly measured components of the state vector. We give specific algorithms to find the control in each case of information constraints. As an example, we consider the orbit stabilization for a man-made Earth satellite.

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