Synthesis of Stochastic Optimal Control Based on Nonlinear Probabilistic Criteria

Author:

Boris Klepfish ,Sokolov Sergey,Polyakova Marianna

Publisher

Allerton Press

Subject

Signal Processing,Control and Systems Engineering,Software

Reference23 articles.

1. Dub, J., Stochastic Processes, New York: Wiley, 1953.

2. Bogachev, V.I., Krylov, N.V., Röckner, M., and Shaposhnikov, S.V., Fokker–Planck–Kolmogorov Equations, Mathematical Surveys and Monographs, vol. 207, American Mathematical Society, 2022.

3. Frank, T.D., Nonlinear Fokker–Planck Equations: Fundamentals and Applications. Springer Series in Synergetics, Berlin: Springer, 2005. https://doi.org/10.1007/b137680

4. Butkovsky, A.G., Teoriya optimal’nogo upravleniya sistemami s raspredelennymi parametrami (Theory of Optimal Control of Systems with Distributed Parameters), Moscow: Nauka, 1965.

5. Neittaanmaki, P. and Tiba, D., Optimal Control of Nonlinear Parabolic Systems: Theory, Algorithms and Applications, New York: M. Dekker, 1994.

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