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The problem of determining the optimal stopping areas for a discrete time linear stochastic controlled system is investigated in this paper. Sometimes we have no information how long the system will be controlled. In this case we have a complex problem: the system should be controlled and stopped at the appropriate moment. Thus at each moment we make a decision about continuation of control and when...
The optimal control problem with stopping for a discrete time linear stochastic system is investigated in this paper. Sometimes, in order to optimally realise the aim we need to know how long the system will be controlled. The traditional solutions with fixed terminal time are not enough to control the system optimally. The general aim of optimal control and stopping consists in minimization of a...
The routing problem with optimal stopping of linear system is investigated in this paper. The classical linear quadratic control problem was replaced by determining the optimal trajectory (way, track, path). The general aim of optimal stopping and route determining consists of minimization of composite cost function. To illustrate the optimal track a numerical example is included.
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