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Nonlinear Stochastic Systems under Constraints: Optimization of Their Control

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Abstract

Conditions of controllability and control optimality for nonlinear dynamic systems under the action of random parameters, multiplicative and additive noises, and mixed equality- and inequality-type constraints on the parameters of the system, control functions, and state vector of phase coordinates are determined within the framework of the theory of Markov diffusion processes.

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Authors and Affiliations

  1. Tupolev State Technical University, Kazan, Russia

    N. E. Rodnishchev

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  1. N. E. Rodnishchev
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Rodnishchev, N.E. Nonlinear Stochastic Systems under Constraints: Optimization of Their Control. Automation and Remote Control 62, 248–259 (2001). https://doi.org/10.1023/A:1002846307107

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