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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| Date: | 2016 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian |
| Published: |
Institute of Mathematics, NAS of Ukraine
2016
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/1904 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |