Optimal control of linear stochastic systems with multiplicative perturbations and adytytvnymy

Authors

  • Олексій Петрович Лобок Національний університет харчових технологій вул. Володимирська 68, м. Київ, Україна, 01033, Ukraine
  • Марина Василівна Іващенко Національний університет харчових технологій вул. Володимирська 68, м. Київ, Україна, 01033, Ukraine

DOI:

https://doi.org/10.15587/1729-4061.2011.1506

Keywords:

Optimum control, stochastic Ito equation

Abstract

The task of synthesis is examined in accordance with the modified quadratic criterion of optimum matrix control stochastic objects. The control is searched as a feed-back of the observed parameters

Author Biographies

Олексій Петрович Лобок, Національний університет харчових технологій вул. Володимирська 68, м. Київ, Україна, 01033

Кандидат фізико-математичних наук, доцент

Доцент кафедри автоматизації та комп’ютерно-інтегрованих технологій

Марина Василівна Іващенко, Національний університет харчових технологій вул. Володимирська 68, м. Київ, Україна, 01033

Асистент

Кафедра автоматизації та  комп’ютерно-інтегрованих технологій

References

  1. Пугачев В.С. Стохастические дифференциальные системы [Текст] / В. С. Пугачев, И. Н. Синицын. – М.: Наука, 1985. – 560 с.
  2. Бублик Б.Н. Основы теории управления [Текст] / Б. Н. Бублик, Н. Ф. Кириченко. – К.: Выща школа, 1975. – 328 с.
  3. Хасьминский Р.З. Устойчивость систем дифференциальных уравнений при случайных возмущениях их параметров [Текст] / Р. З. Хасьминский. – М.: Наука, 1969. – 368 с.
  4. Дэвис М. Линейное оценивание и стохастическое управление [Текст] / М. Дэвис. – М.: Наука, 1984. – 208 с.
  5. Рей У. Методы управления технологическими процессами [Текст] / У. Рей. – М.: Мир, 1983. – 368 с.

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How to Cite

Лобок, О. П., & Іващенко, М. В. (2011). Optimal control of linear stochastic systems with multiplicative perturbations and adytytvnymy. Eastern-European Journal of Enterprise Technologies, 3(3(51), 18–22. https://doi.org/10.15587/1729-4061.2011.1506

Issue

Vol. 3 No. 3(51) (2011): Control systems

Section

Control systems

License

Copyright (c) 2014 Олексій Петрович Лобок, Марина Василівна Іващенко

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