Skip to main content
SpringerLink
Log in

Synthesis of an Optimal Control for Continuous Markov Processes by Semidefinite Quality Criteria

  • Published:
Automation and Remote Control Aims and scope Submit manuscript

Abstract

Optimization of control of continuous Markov processes by semidefinite quality functionals with nonadditive control cost functions is investigated. Equation for the loss function, its parameters for different integrands in the quality criterion, and its interrelation with the Fokker–Planck–Kolmogorov equation for the auxiliary noncontrollable Markov processes are determined. Examples are given.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

REFERENCES

  1. Krasovskii, A.A., Sistemy avtomaticheskogo upravleniya poletom i ikh konstruirovanie (Automatic Flight Control Systems and Their Design), Moscow: Nauka, 1973.

    Google Scholar 

  2. Krasovskii, A.A., Bukov, V.N., and Shendrik, V.S., Universal'nye algoritmy optimal'nogo upravleniya nepreryvnymi protsessami (Universal Optimal Control Algorithms for Continuous Processes), Moscow: Nauka, 1977.

    Google Scholar 

  3. Shendrik, V.S., Optimal Control Sythesis Using a Prediction Model, Dokl.Akad.Nauk SSSR, 1975, vol. 224, no. 3.

  4. Krasovskii, A.A., A Refined Minimum General Work Principle, Avtom.Telemekh., 1987, no. 1, pp. 13–23.

  5. Spravochnik po teorii avtomaticheskogo upravleniya (Handbook on Automatic Control Theory), Krasovskii, A.A., Ed., Moscow: Nauka, 1987.

    Google Scholar 

  6. Detistov, V.A. and Taran, V.N., Gradient Optimal Control Synthesis Using the Prediction Model, Avtom.Telemekh., 1990, no. 10, pp. 46–56.

  7. Kostoglotov, A.A. and Taran, V.N., Application of the Prediction Model to Inverse Gas Dynamics Problems, Prikl.Mat.Mekh., 1994, vol. 58, no. 5, pp. 103–109.

    Google Scholar 

  8. Khutortsev, V.V., Synthesis of an Optimal Control for Semidefinite Quality Functionals with Nonadditive Control Cost Functions, Avtom.Telemekh., 1998, no. 8, pp. 63–70.

  9. Kolosov, G.E., Sintez optimal'nykh avtomaticheskikh sistem pri sluchainykh vozmushcheniyakh (Synthesis of Optimal Automatic Systems under Random Perturbations), Moscow: Nauka, 1984.

    Google Scholar 

  10. Pugachev, V.S. and Sinitsyn, I.N., Stokhasticheskie differentsial'nye sistemy (Stochastic Differential Systems), Moscow: Nauka, 1990.

    Google Scholar 

  11. Khutortsev, V.V. and Taran, V.N., Application of Splines for Investigating Nonlinear Filtering Algorithms, Radiotekh.Elektron., 1986, vol. 31, no. 11, pp. 2180–2186.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Rocket Force Institute, Rostov, Russia

    V. V. Khutortsev

Authors
  1. V. V. Khutortsev
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

About this article

Cite this article

Khutortsev, V.V. Synthesis of an Optimal Control for Continuous Markov Processes by Semidefinite Quality Criteria. Automation and Remote Control 62, 67–75 (2001). https://doi.org/10.1023/A:1002879801152

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1002879801152

Keywords

Search

Navigation