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