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Necessary conditions for optimality of stochastic systems with uncontrollable flow of failures and constraints of the equality and inequality type

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Abstract

Consideration was given to the necessary conditions for optimal control of the nonlinear random-structure stochastic systems conditioned by the uncontrollable flow of failures with constraints of the equality and inequality on the system parameters, control functions, and state vector describing various requirements on the system.

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Original Russian Text © N.E. Rodnishchev, A.Kh. Khairullin, 2010, published in Avtomatika i Telemekhanika, 2010, No. 11, pp. 119–135.

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Rodnishchev, N.E., Khairullin, A.K. Necessary conditions for optimality of stochastic systems with uncontrollable flow of failures and constraints of the equality and inequality type. Autom Remote Control 71, 2367–2382 (2010). https://doi.org/10.1134/S0005117910110093

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