Application of a Novel Multi-Agent Optimization Algorithm Based on PID Controllers in Stochastic Control Problems

The article considers the problem of finding the optimal on average control of the trajectories of continuous stochastic systems with incomplete feedback. This class of problems includes control problems in which the initial states are described by a given distribution law; random effects on the con...

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Bibliographic Details
Main Authors: Andrei Panteleev, Maria Karane
Format: Article
Language:English
Published: MDPI AG 2023-06-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/13/2903