Optimization of Nonlinear Systems of Stochastic Difference Equations

• Дата: 2002
• Автори: Valeyev, K. G., Dzhalladova, I. A., Валеев, К. Г., Джалладова, И. А.
• Формат: Стаття
• Мова: Російська; Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2002
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/4035
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

We present new results concerning the synthesis of optimal control for systems of difference equations that depend on a semi-Markov or Markov stochastic process. We obtain necessary conditions for the optimality of solutions that generalize known conditions for the optimality of deterministic system...