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Synthesis of optimal control of dynamic systems with infinite aftereffect, a small parameter, and poisson perturbations

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Cybernetics and Systems Analysis Aims and scope

Abstract

A methodology is obtained that makes it possible to synthesize an optimal control for stochastic systems of functional-differential equations with the entire prehistory and a small parameter and takes into account continuous Wiener-type and discontinuous Poisson-type perturbations. It is proved that the sought-for control can be found as an optimal control of some auxiliary problem.

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References

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Authors and Affiliations

  1. Yu. Fed’kovich National University, Chernovtsy, Ukraine

    V. K. Yasinskii & S. V. Antonyuk

Authors
  1. V. K. Yasinskii
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  2. S. V. Antonyuk
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Translated from Kibernetika i Sistemnyi Analiz, No. 3, pp. 181–186, May–June 2007.

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Yasinskii, V.K., Antonyuk, S.V. Synthesis of optimal control of dynamic systems with infinite aftereffect, a small parameter, and poisson perturbations. Cybern Syst Anal 43, 466–470 (2007). https://doi.org/10.1007/s10559-007-0072-4

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  • DOI: https://doi.org/10.1007/s10559-007-0072-4

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