Sufficient optimality conditions for a problem of centralized control for stochastic multiple-structured systems

Аuthors

Rybackov K. A.

Moscow Aviation Institute (National Research University), 4, Volokolamskoe shosse, Moscow, А-80, GSP-3, 125993, Russia

e-mail: rkoffice@mail.ru

Abstract

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.