Optimal control over nonlinear stochastic systems
The synthesis of optimal control over nonlinear stochastic systems that are described by the Itô equations is reduced to the solution of recurrence relations derived from the Bellman stochastic equation.
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| Datum: | 1999 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1999
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/4637 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860510790137675776 |
|---|---|
| author | Trigub, M. V. Тригуб, М. В. |
| author_facet | Trigub, M. V. Тригуб, М. В. |
| author_sort | Trigub, M. V. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T21:10:18Z |
| description | The synthesis of optimal control over nonlinear stochastic systems that are described by the Itô equations is reduced to the solution of recurrence relations derived from the Bellman stochastic equation. |
| first_indexed | 2026-03-24T03:02:35Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-4637 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | Ukrainian English |
| last_indexed | 2026-03-24T03:02:35Z |
| publishDate | 1999 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/4f/3f533d887b0d613efce1af2fb480a74f.pdf |
| spelling | umjimathkievua-article-46372020-03-18T21:10:18Z Optimal control over nonlinear stochastic systems Оптимальне керування нелінійними стохастичними системами Trigub, M. V. Тригуб, М. В. The synthesis of optimal control over nonlinear stochastic systems that are described by the Itô equations is reduced to the solution of recurrence relations derived from the Bellman stochastic equation. Синтез оптимального керування нелінійними стохастичними системами, що описуються рівняннями Іто, зведено до розв'язку рекурентних співвідношень, виведених із стохастичиого рівняння Беллмана. Institute of Mathematics, NAS of Ukraine 1999-04-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4637 Ukrains’kyi Matematychnyi Zhurnal; Vol. 51 No. 4 (1999); 532–541 Український математичний журнал; Том 51 № 4 (1999); 532–541 1027-3190 uk en https://umj.imath.kiev.ua/index.php/umj/article/view/4637/5977 https://umj.imath.kiev.ua/index.php/umj/article/view/4637/5978 Copyright (c) 1999 Trigub M. V. |
| spellingShingle | Trigub, M. V. Тригуб, М. В. Optimal control over nonlinear stochastic systems |
| title | Optimal control over nonlinear stochastic systems |
| title_alt | Оптимальне керування нелінійними стохастичними системами |
| title_full | Optimal control over nonlinear stochastic systems |
| title_fullStr | Optimal control over nonlinear stochastic systems |
| title_full_unstemmed | Optimal control over nonlinear stochastic systems |
| title_short | Optimal control over nonlinear stochastic systems |
| title_sort | optimal control over nonlinear stochastic systems |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/4637 |
| work_keys_str_mv | AT trigubmv optimalcontrolovernonlinearstochasticsystems AT trigubmv optimalcontrolovernonlinearstochasticsystems AT trigubmv optimalʹnekeruvannânelíníjnimistohastičnimisistemami AT trigubmv optimalʹnekeruvannânelíníjnimistohastičnimisistemami |