OPTIMIZATION OF NONLINEAR STOCHASTIC SYSTEMS IN THE SPECTRAL CHARACTERISTICS OF CONTROLS
The author presents the spectral method of determining relatively optimal control in case of incomplete infor- mation about the state vector for multidimensional nonlinear continuous stochastic systems, which are governed by Itô’s stochastic differential equations. The quality criterion is given as...
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| Format: | Article |
| Language: | Russian |
| Published: |
Moscow State Technical University of Civil Aviation
2017-05-01
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| Series: | Научный вестник МГТУ ГА |
| Subjects: | |
| Online Access: | https://avia.mstuca.ru/jour/article/view/1053 |
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