Stochastic Optimal Control of a Descriptor System

Vlasenko, L. A.; Rutkas, A. G.; Semenets, V. V.; Chikrii, A. A.; Семенець, В. В.

Публікація:
Stochastic Optimal Control of a Descriptor System

dc.contributor.author	Vlasenko, L. A.
dc.contributor.author	Rutkas, A. G.
dc.contributor.author	Semenets, V. V.
dc.contributor.author	Chikrii, A. A.
dc.contributor.author	Семенець, В. В.
dc.date.accessioned	2020-04-07T09:55:44Z
dc.date.available	2020-04-07T09:55:44Z
dc.date.issued	2020
dc.description.abstract	We study the optimal control problem for a descriptor system whose evolution is described by Ito’s differential-algebraic equation. The quadratic cost functional is considered. The main constraint is that the characteristic matrix pencil corresponding to the equation is regular. We establish the conditions for the existence and uniqueness of the optimal control and the corresponding optimal state. The results are illustrated on an example of a descriptor system that describes transient states in a radio engineering filter with random perturbations in the form of white noise.	uk_UA
dc.identifier.citation	Stochastic Optimal Control of a Descriptor System / L. A. Vlasenko, A. G. Rutkas, V. V. Semenets, A. A. Chikrii. // Cybernetics and Systems Analysis. – 2020. – №2. – С. 204–212.	uk_UA
dc.identifier.other	doi:10.1007/s10559-020-00236-7
dc.identifier.uri	http://openarchive.nure.ua/handle/document/11324
dc.language.iso	en	uk_UA
dc.publisher	Springer Science and Business Media LLC	uk_UA
dc.subject	stochastic differential algebraic equation	uk_UA
dc.subject	Wiener random process	uk_UA
dc.subject	quadratic cost functional	uk_UA
dc.subject	stochastic optimal control	uk_UA
dc.subject	radio engineering filter	uk_UA
dc.subject	transient state	uk_UA
dc.title	Stochastic Optimal Control of a Descriptor System	uk_UA
dc.type	Article	uk_UA
dspace.entity.type	Publication