Bradul N. Some problems of the optimal control for the stochastic systems with the discrete time.

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0400U000210

Thesis Registration Form

0400U000210.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

24-12-1999

Specialized Academic Board

Д 11.193.01

Essay

The dissertation is devoted to the optimal control problem for the new object: the stochastic difference Volterra equations. The necessary conditions of the control optimality for nonlinear equations, the optimal control for a linear-quadratic process, consecutive approximations to the optimal control for the quasilinear equations is obtained. It is solve the optimal stabilization problem and the filtration problem. For the partially observable linear stochastic process with delay the optimal control by virtue of two methods is obtained.

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