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| Авторизация |
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| Kolosov G.E. — Optimal design of control systems: Stochastic and deterministic problems |
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| Предметный указатель |
A posteriori covariances 90
A posteriori mean values 91
Adaptive problems of optimal control 9
Asymptotic series 220
Asymptotic synthesis method 248
Bellman equation 47 51
Bellman equation, differentional 63
Bellman equation, functional 278
Bellman equation, integro-differentional 74
Bellman equation, stationary 67
Bellman optimality principle 49
Brownian motion 33
Capacity of the medium 124
Cauchy problem 9
Chapman — Kolmogorov equation 23
Constraints on control resources 17
Constraints on phase variables 18
Constraints, control 17
Control of relay type 105 111
Control problem with infinite horizon 343
Control, admissible 9
Control, bang-bang 105
Control, boundary 212
Control, distributed 201
Control, program 2
Controller 1 7
Cost function (functional) 49
Covariance matrix 147
Diffusion process 27
Dynamic programming approach 47
Equations of a single population 342
Equations, Langevin 45
Equations, logistic 124
Equations, stochastic differential 32
Equations, truncated 253
Error signal 104
Error, stationary tracking 67 226
Estimate of approximate synthesis 182
Estimate of unknown parameters 316
Euler equation 136
Feedback control system 2
Filippov generalized solution 12
Fokker — Planck equation 29
Functional, cost 19
Functional, quadratic 93 99
Gaussian, conditionally 313
Gaussian, probability density 92
Gaussian, process 20
Hutchinson, model 125
Integral criterion 14
Ito, equation 42
Ito, stochastic integral 37
Kalman filter 91
Kolmogorov backward equation 25
Kolmogorov forward equation 25
Krylov — Bogolyubov method 254
Linear-quadratic (LQ-problem) 53
| Loss function 49
Lotka — Volterra, equation 125
Lotka — Volterra, normalized model 274 368
Malthus, model 123
Markov, process 21
Markov, process, conditional 79
Markov, process, continuous 25
Markov, process, discrete 22
Markov, process, strictly discontinuous 31
Mathematical expectation 15
Mathematical expectation, conditional 60
Matrix, fundamental 177
Method of successive approximation 143
Method, alternating direction 378
Method, grid function 356
Method, small parameter 220
Method, sweep 364
Model, stochastic logistic 126 311
Natural growth factor 124
Nonvibrational amplitude 254
Nonvibrational phase 254
Optimal, damping of random oscillations 276
Optimal, management 133 342
Optimality criterion 2 13
Optimality criterion, terminal 14
Oscillator, quasiharmonic 248
Oscillatory systems 247
Performance index 2
Plant 1 7
Plant with distributed parameters 199
Poorly adapted predator 267
Population models 123
Predator-prey model 125
Probability, density 20
Problem with free endpoint 48
Problem, boundary-value 70
Process, stochastic 19
Process, stochastic, optimal stabilization 278
Regulator 154
Riccati equation 100
Sample path 108
Scheme, lengthwise-transverse 362
Screen, absorbing 333
Screen, reflecting 329
Servomechanism 7
Sliding mode 12
Stationary operating conditions 65
Sufficient coordinates 75
Switch point 105
Switching line 156
Symmetrized (Stratonovich) stochastic integral 40
Synthesis problem 7
Synthesis, numerical 355
Transition probability 22
Van-der-Pol method 254
Van-der-Pol oscillator 252
White noise 19
Wiener random process 33
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