Abstract
For the continuous-time and discrete-time stochastic controllable systems with the quantile performance index, the sufficient conditions for optimality and suboptimality of the feedback control were obtained by generalizing the conditions for equivalence of the probabilistic optimization problems and the dynamic programming method. The results are illustrated by orbit correction of the geostationary satellite.
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Kan, Y.S. Control Optimization by the Quantile Criterion. Automation and Remote Control 62, 746–757 (2001). https://doi.org/10.1023/A:1010270723106
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DOI: https://doi.org/10.1023/A:1010270723106