Asymptotics of normalized control with Markov switchings

• Дата: 2016
• Автори: Nikitin, A. V., Khimka, U. T., Нікітін, А. В., Хімка, У. Т.
• Формат: Стаття
• Мова: Українська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2016
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/1904
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...