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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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Bibliographic Details
Date:	2016
Main Authors:	Nikitin, A. V., Khimka, U. T., Нікітін, А. В., Хімка, У. Т.
Format:	Article
Language:	Ukrainian
Published:	Institute of Mathematics, NAS of Ukraine 2016
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/1904
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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