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

The article considers the problem of finding optimal on average control trajectories continuous stochastic systems with incomplete feedback. This class problems includes in which initial states are described by a given distribution law; random effects object taken into account; and it is also assumed that information available only about some coordinates state vector. As special cases, determining open-loop complete feedback presence all vector considered. A method for parameterization law based expansions various basis functions described. parametric optimization obtained solved using new metaheuristic multi-agent algorithm use extended PID (Proportional-Integral-Derivative) controllers to movement agents. Solutions three model examples nonlinear interval constraints amount possible cases awareness presented.