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 language | English |
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Pages (from-to) | 37-47 |
Number of pages | 11 |
Journal | Journal of Automation and Information Sciences |
Volume | 49 |
Issue number | 4 |
DOIs | |
Publication status | Published - 2017 |
Externally published | Yes |
Keywords
- Bellman functional
- Existence of the unique solution
- Markovian switchings
- Stochastic dynamical systems
- Synthesis of optimal control
- Systems of random structures