Asymptotics of normalized control with Markov switchings
We study the process of transfer of Markov perturbations and control over this process under the condition of existence of the equilibrium point of the quality criterion. For this control, we construct a normalized process and establish its asymptotic normality in the form of the Ornstein – Uhlenbec...
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| Дата: | 2016 |
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| Автори: | , , , |
| Формат: | Стаття |
| Мова: | Українська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
2016
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/1904 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| Резюме: | We study the process of transfer of Markov perturbations and control over this process under the condition of existence of
the equilibrium point of the quality criterion. For this control, we construct a normalized process and establish its
asymptotic normality in the form of the Ornstein – Uhlenbeck process in the case where the transfer process changes under
the influence of Markov switchings along a new trajectory of evolution from the state in which it was at the time of
switching. |
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