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Automation and Remote Control

, Volume 79, Issue 12, pp 2169–2185 | Cite as

Sufficient Relative Minimum Conditions in the Optimal Control Problem for Quasilinear Stochastic Systems

  • M. M. KhrustalevEmail author
  • K. A. Tsarkov
Stochastic Systems
  • 12 Downloads

Abstract

We consider the optimal control problem for quasilinear stochastic systems with continuous time whose coefficients have a generally non-linear dependence on the program control. We establish sufficient conditions for a strong and weak relative minimum. We give examples of using the resulting conditions for constructing optimal control in a nonlinear onedimensional problem and in a two-dimensional linear problem with information constraints and analyze the possible results.

Keywords

stochastic optimal control quasilinear dynamical system nonlinear dynamic system 

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Copyright information

© Pleiades Publishing, Inc. 2018

Authors and Affiliations

  1. 1.V.A. Trapeznikov Institute of Control SciencesRussian Academy of SciencesMoscowRussia

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