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Problems of Information Transmission

, Volume 41, Issue 1, pp 45–58 | Cite as

Solution of variational dynamic problems under parametric uncertainty

  • V. Yu. Tertychnyi-Dauri
Methods of Signal Processing
  • 25 Downloads

Abstract

The paper deals with a number of variational dynamic problems with parameters subject to unknown smooth drift in time. Solution schemes are considered using both the classical variational method and reduction of the original problem to a conditional nonholonomic adaptive optimal control problem. In the second case, a solution is found with the help of the dynamic programming method and a specially chosen adjustment algorithm for unknown parameters.

Keywords

Control Problem System Theory Dynamic Programming Unknown Parameter Variational Method 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© MAIK “Nauka/Interperiodica” 2005

Authors and Affiliations

  • V. Yu. Tertychnyi-Dauri
    • 1
  1. 1.St. Petersburg State University of Information Technologies, Mechanics, and OpticsSt. Petersburg

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