Optimal control synthesis for stochastic dynamical systems of random structure with the markovian switchings

A. Das, T. O. Lukashiv, I. V. Malyk

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Abstract

The problem of synthesis of optimal control for stochastic dynamical system of random structures with the Markovian switchings is solved. For determination of the corresponding functions for construction of the Bellman functional and optimal control the system of differential equations is written, for which the existence of the unique solution was substantiated.

Original languageEnglish
Pages (from-to)37-47
Number of pages11
JournalJournal of Automation and Information Sciences
Volume49
Issue number4
DOIs
Publication statusPublished - 2017
Externally publishedYes

Keywords

  • Bellman functional
  • Existence of the unique solution
  • Markovian switchings
  • Stochastic dynamical systems
  • Synthesis of optimal control
  • Systems of random structures

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