Necessary optimality conditions of control of stochastic compound dynamic system in case of full in-formation about state vector.

Abstract

Stochastic Compound Dynamic Systems (CDS) are complex technical systems that are created through the use of precision mechanics in combination with modern telecommunications and computer technologies. Incertitude in these CDS shows up under the influence of external and internal stochastic perturbations. The constituent elements of CDS are combined into a single system because these elements perform a single complex mission. The information exchange is wireless, there is no mechanical connection between the elements of the CDS. The paper considers groups of unmanned aerial vehicles (UAVs), which are equipped with sensors or multisensors that are able to perform a mobile sensor network. The trajectories of individual elements of the mobile sensor network are trajectories formed under the influence of stochastic perturbations. This fact means that the nature of the mobile sensor network can be classified as a stochastic compound dynamic system and for the mathematical description and optimization of the movement of this system is adequate to use models and methods for optimizing stochastic CDS. The model of CDS motion is considered to be a branching trajectory or, as they say, a branched trajectory. A stochastic mathematical model of the motion of a mobile sensor network, which performs the combined mission of surveying an emergency zone, can be classified as a model of the motion of a stochastic compound dynamic system. This approach is an adequate for mathematical model creation to the mobile sensor network physical condition, for its operation in the zone of natural disaster by natural or anthropogenic origin. This paper is devoted to solving a theoretical problem related to the formulation and proof of the necessary conditions for stochastic CDS moving optimal control along a branched trajectory with an arbitrary branching scheme.