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Automation and Remote Control

, Volume 62, Issue 3, pp 401–408 | Cite as

Optimal Control of Nonlinear Stochastic Systems under Constraints: An Approximate Determination Method

  • N. E. Rodnishchev
Article

Abstract

An approximate method is developed for determining the optimal control for nonlinear stochastic systems under mixed equality- and inequality-type constraints on the parameters of the system, control functions, and phase coordinate in the presence of random parameters and additive and multiplicative noises. The method is based on the reduction of the initial stochastic problem to a deterministic problem for the cumulants of a random process described by stochastic differential equations.

Keywords

Differential Equation Mechanical Engineer System Theory Random Process Control Function 
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” 2001

Authors and Affiliations

  • N. E. Rodnishchev
    • 1
  1. 1.Russia Kazan Aviation InstituteTypolev State Technical University, KazanKazanRussia

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