Optimal and stable controllable stochastic systems synthesis with incomplete state information on an unbounded time interval

We propose a method of control strategy synthesis for a stochastic dynamical system on an unbounded time interval that provides for the stability of the system and optimality of stabilization cost per unit of time with respect to a given criterion. We assume that a control strategy may depend only on a part of the state vector components subject to measurement. We consider both the general nonlinear and special linear cases.

Presented by the member of Editorial Board: A. P. Kurdyukov