Abstract
General forms of the Bellman equation, Bellman functional were obtained for stochastic dynamical systems of random structure with Markovian switchings, which gives sufficient conditions of optimal control existence.
| Original language | English |
|---|---|
| Pages (from-to) | 60-67 |
| Number of pages | 8 |
| Journal | Journal of Automation and Information Sciences |
| Volume | 48 |
| Issue number | 6 |
| DOIs | |
| Publication status | Published - 2016 |
| Externally published | Yes |
Keywords
- Bellman equation
- Bellman functional
- General forms
- Markovian switchings
- Optimal control existence
- Stochastic dynamical systems of random structure
- Sufficient conditions
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