Metaheuristics-Based Approximation of Two-Dimensional Probability Distributions for Stochastic Systems Control

Abstract This paper is concerned with approximation of probability distributions behind discrete-time systems with stochastic dynamics. The aim is to facilitate advances in studies for control of such stochastic systems. An approach to approximating two-dimensional probability distributions using metaheuristics is suggested. Then, its effectiveness is demonstrated with a numerical example of stabilization synthesis.