Optimal control of stochastic systems with impulses generated by Erlang flow of events
Автор: Rybakov Konstantin Alexandrovich
Журнал: Программные системы: теория и приложения @programmnye-sistemy
Рубрика: Методы оптимизации и теория управления
Статья в выпуске: 2 (16) т.4, 2013 года.
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The problem of optimal control for nonlinear stochastic systems given by It\^{o} stochastic differential equation with a jump component, which describes the effects of random impulses, is considered. It is assumed that the time intervals between successive impulses can be described by Erlang distribution. An incomplete information about the state vector is used for the control.
Erlang process, extension principle, impulses, incomplete information, optimal control, stochastic system
Короткий адрес: https://sciup.org/14335952
IDR: 14335952
