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Effect of Displacement of Optimal Control in Stabilization Problems for Quasi-Linear Diffusion-Type Stochastic Systems

  • A. S. KhalinaEmail author
  • M. M. KhrustalevEmail author
CONTROL IN STOCHASTIC SYSTEMS AND UNDER UNCERTAINTY CONDITIONS
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Abstract

A displacement effect of a linear optimal control in stabilization problems for diffusion-type stochastic systems that operate on an unbounded time interval is studied. Hidden asymmetry of perturbations is shown to exist in systems without deterministic drift, where the equilibrium state of the open-loop system is zero. A displaced linear controller helps improve stabilization quality despite the asymmetry of the oscillations of the system.

Notes

ACKNOWLEDGMENTS

This study was partially supported by the Russian Foundation for Basic Research (grant no. 16-08-00472).

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Copyright information

© Pleiades Publishing, Ltd. 2019

Authors and Affiliations

  1. 1.Trapeznikov Institute of Control SciencesMoscowRussia
  2. 2.Moscow Aviation Institute, National Research UniversityMoscowRussia

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