Effect of Displacement of Optimal Control in Stabilization Problems for Quasi-Linear Diffusion-Type Stochastic Systems

详细

A displacement effect of a linear optimal control in stabilization problems for diffusion-type stochastic systems that operate on an unbounded time interval is studied. Hidden asymmetry of perturbations is shown to exist in systems without deterministic drift, where the equilibrium state of the open-loop system is zero. A displaced linear controller helps improve stabilization quality despite the asymmetry of the oscillations of the system.