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Автор: Khrustalev Mikhail Mikhailovich, Onegin Evgeny Evgenevich
Журнал: Программные системы: теория и приложения @programmnye-sistemy
Рубрика: Методы оптимизации и теория управления
Статья в выпуске: 2 (25) т.6, 2015 года.
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We consider the problem of optimal control with a quadratic quality criterion on an unbounded time interval by a quasilinear stochastic system that does not have a constant term in the coefficient of noise. A necessary and simultaneously sufficient condition for the optimality of a stationary linear regulator is obtained. With the help of this condition, the problem of optimal stabilization of a two-link mechanical manipulator is solved.
Короткий адрес: https://sciup.org/14336151
IDR: 14336151