克罗托夫全局顺序改进法在最大化进入给定区域概率问题中的应用

IF 0.5 4区 计算机科学 Q4 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE
M. M. Khrustalev, K. A. Tsarkov
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引用次数: 0

摘要

摘要 本文详细介绍了 V.F. Krotov 提出的非线性动力系统中任意给定控制的全局改进迭代法。本文讨论了将克罗托夫方法应用于随机概率优化问题的各种变体。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Krotov Global Sequential Improvement Method as Applied to the Problem of Maximizing the Probability of Getting into the Given Area

Krotov Global Sequential Improvement Method as Applied to the Problem of Maximizing the Probability of Getting into the Given Area

Abstract

An iterative method of the global improvement of an arbitrarily given control in a nonlinear dynamical system, proposed by V.F. Krotov, is described in detail in this paper. Various variants for applying the Krotov method to a problem of stochastic probabilistic optimization are discussed.

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来源期刊
Journal of Computer and Systems Sciences International
Journal of Computer and Systems Sciences International 工程技术-计算机:控制论
CiteScore
1.50
自引率
33.30%
发文量
68
审稿时长
6-12 weeks
期刊介绍: Journal of Computer and System Sciences International is a journal published in collaboration with the Russian Academy of Sciences. It covers all areas of control theory and systems. The journal features papers on the theory and methods of control, as well as papers devoted to the study, design, modeling, development, and application of new control systems. The journal publishes papers that reflect contemporary research and development in the field of control. Particular attention is given to applications of computer methods and technologies to control theory and control engineering. The journal publishes proceedings of international scientific conferences in the form of collections of regular journal articles and reviews by top experts on topical problems of modern studies in control theory.
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