非泊松脉冲驱动随机系统的充分epsilon -最优性条件

2020 15th International Conference on Stability and Oscillations of Nonlinear Control Systems (Pyatnitskiy's Conference) (STAB) Pub Date : 2020-06-01 DOI:10.1109/STAB49150.2020.9140690

K. Rybakov

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摘要

对于由维纳过程和非泊松脉冲驱动的非线性随机系统，得到了控制问题的充分最优条件。这些条件可用于近似求解最优控制问题，并根据质量准则估计近似解的精度。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Sufficient Epsilon-Optimality Conditions for Stochastic Systems Driven by Non-Poisson Impulses

For nonlinear stochastic systems driven by the Wiener process and non-Poisson impulses the sufficient epsilon-optimality conditions for the control problem are obtained. These conditions can be used to solve approximately the optimal control problem and to estimate an accuracy of the approximate solution in terms of the quality criterion.

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2020 15th International Conference on Stability and Oscillations of Nonlinear Control Systems (Pyatnitskiy's Conference) (STAB)

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