Optimal control problem of the partially observed systems with the variable structure

Technical cybernetics. Information technology. Computer facilities


Аuthors

Rybackov K. A.*, Sotskova I. L.

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

*e-mail: rkoffice@mail.ru

Abstract

We consider the new approach to syntheses of the optimal control for the multidimensional stochastic systems with the variable structure under incomplete information about the system state. The sufficient conditions of the optimality are given. The general case of the performance index and the optimal control in average are considered.


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