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Optimal Control of Stochastic Dynamic Systems of a Random Structure with Poisson Switches and Markov Switching
Journal of Mathematics ( IF 1.3 ) Pub Date : 2020-06-24 , DOI: 10.1155/2020/9457152
Svitlana V. Antonyuk 1 , Marian F. Byrka 2 , Mykola Y. Gorbatenko 3 , Taras O. Lukashiv 3 , Igor V. Malyk 1
Affiliation  

The problem of synthesis of the optimal control for a stochastic dynamic system of a random structure with Poisson perturbations and Markov switching is solved. To determine the corresponding functions for Bellman functional and optimal control the system of ordinary differential equation is investigated.

中文翻译:

具有Poisson开关和Markov开关的随机结构随机动力系统的最优控制。

解决了具有泊松摄动和马尔可夫切换的随机结构随机动力系统最优控制的综合问题。为了确定Bellman泛函和最优控制的相应函数,研究了常微分方程组。
更新日期:2020-06-24
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