On the approximate synthesis of the optimal control of stochastic quasilinear systems with aftereffect: PMM vol. 42, no. 6, 1978, pp. 978–988

Abstract

Control problems for quasilinear deterministic systems without time lag were analyzed in [1, 2]. In the present paper the control of quasilinear stochastic systems, whose theory has been presented in [3–6], is studied. The approximate synthesis of the control of stochastic systems with aftereffect is of importance since the construction of their exact optimal control is successful only in exceptional cases [7, 8]. In the paper an approximate optimal control synthesis algorithm is proposed and a method for obtaining error bounds, different from ones previously obtained [9, 10], is developed.