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Optimal Control Problems for Nonlinear Oscillatory Systems with Random Perturbations

  • A. S. Kovaleva
Conference paper
Part of the Solid Mechanics and its Applications book series (SMIA, volume 47)

Abstract

The paper is concerned with problems of optimal control for a class of dynamical systems with slow and fast variables and random perturbations. In general, real noises in physical systems are not white noises or Markov processes, and the well known dynamic programming equations can not be directly written. In this paper we develop special perturbation techniques for approximative solutions of the problems of interest.

Keywords

Optimal Control Problem Weak Convergence Diffusion Approximation Random Perturbation Admissible Control 
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Copyright information

© Kluwer Academic Publishers 1996

Authors and Affiliations

  • A. S. Kovaleva
    • 1
  1. 1.Mechanical Engineering Research Institute, Russian Academy of SciencesMoscowRussia

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