АСИМПТОТИКА ЗАДАЧІ КЕРУВАННЯ ДЛЯ ДИФУЗІЙНОГО ПРОЦЕСУ В МАРКОВСЬКОМУ СЕРЕДОВИЩІ
A stochastic optimization procedure and a limit generator of the original problem are constructed for a system of stochastic differential equations with Markov switching and diffusion perturbation with control, which is determined by the condition for the extremum of the quality function. The comple...
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| Datum: | 2020 |
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| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
V.M. Glushkov Institute of Cybernetics of NAS of Ukraine
2020
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| Schlagworte: | |
| Online Zugang: | https://jais.net.ua/index.php/files/article/view/466 |
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| Назва журналу: | Problems of Control and Informatics |