Sufficient optimality conditions for a problem of centralized control for stochastic multiple-structured systems
Moscow Aviation Institute (National Research University), 4, Volokolamskoe shosse, Moscow, А-80, GSP-3, 125993, Russia
An optimal control problem is considered for nonlinear stochastic systems with random structure under incomplete state information. Sufficient optimality conditions are derived as well as relationships to obtain optimal control both for general case of minimized functional and for optimal at the average control.
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