Synthesis of optimal control of dynamic systems with infinite aftereffect, a small parameter, and poisson perturbations

Synthesis of optimal control of dynamic systems with infinite aftereffect, a small parameter, and poisson perturbations

A methodology is obtained that makes it possible to synthesize an optimal control for stochastic systems of functional-differential equations with the entire prehistory and a small parameter and takes into account continuous Wiener-type and discontinuous Poisson-type perturbations. It is proved that...

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Veröffentlicht in:Cybernetics and systems analysis 2007-05, Vol.43 (3), p.466-470
Hauptverfasser: Yasinskii, V K, Antonyuk, S V
Format: Artikel
Sprache:eng
Schlagworte:
Accuracy
Algorithms
Dynamical systems
Mathematical analysis
Poisson distribution
Stochastic models
Studies
Theorems
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Zusammenfassung:A methodology is obtained that makes it possible to synthesize an optimal control for stochastic systems of functional-differential equations with the entire prehistory and a small parameter and takes into account continuous Wiener-type and discontinuous Poisson-type perturbations. It is proved that the sought-for control can be found as an optimal control of some auxiliary problem. [PUBLICATION ABSTRACT]
ISSN:1060-0396
1573-8337
DOI:10.1007/s10559-007-0072-4