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Sufficient Relative Minimum Conditions in the Optimal Control Problem for Quasilinear Stochastic Systems.
- Source :
-
Automation & Remote Control . Dec2018, Vol. 79 Issue 12, p2169-2185. 17p. - Publication Year :
- 2018
-
Abstract
- We consider the optimal control problem for quasilinear stochastic systems with continuous time whose coefficients have a generally non-linear dependence on the program control. We establish sufficient conditions for a strong and weak relative minimum. We give examples of using the resulting conditions for constructing optimal control in a nonlinear onedimensional problem and in a two-dimensional linear problem with information constraints and analyze the possible results. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00051179
- Volume :
- 79
- Issue :
- 12
- Database :
- Academic Search Index
- Journal :
- Automation & Remote Control
- Publication Type :
- Academic Journal
- Accession number :
- 133588909
- Full Text :
- https://doi.org/10.1134/S000511791812007X