Abstract
A modification was proposed for the relations of the method of dynamic programming in the problems of optimal stochastic control of the discrete systems by the probabilistic performance criterion. It enabled one to simplify the process of finding the optimal Markov strategy and obtain a suboptimal solution. Its efficiency was verified by the examples of maneuver optimization of the stationary satellite in the neighborhood of a geostationary orbit. An explicit form of the optimal control for the bilinear system with probabilistic terminal criterion was determined using the results obtained.
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Original Russian Text © V.M. Azanov, Yu.S. Kan, 2017, published in Avtomatika i Telemekhanika, 2017, No. 6, pp. 57–83.
This paper was recommended for publication by A.I. Kibzun, a member of the Editorial Board
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Azanov, V.M., Kan, Y.S. Design of optimal strategies in the problems of discrete system control by the probabilistic criterion. Autom Remote Control 78, 1006–1027 (2017). https://doi.org/10.1134/S0005117917060042
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DOI: https://doi.org/10.1134/S0005117917060042