 Cybernetics and Systems Analysis /  Issue (2023, 59 (4))
Chabanyuk Y.M.,
Nikitin A.V.,
Khimka U.T.
Averaging in the control problem for the diffuison transfer process with semi-Markov switches The authors construct limit generators for the system of stochastic differential equations with semi-Markov switching and diffusion perturbance under the conditions of the existence of a single equilibrium point of the performance criterion. They assume the existence of a single control on each interval and solve a two-level problem. The authors also examine how the behavior of the limit process depends on the pre-limit normalization of the stochastic system in the ergodic semi-Markov environment. © 2023, Springer Science+Business Media, LLC, part of Springer Nature. Keywords: semi-Markov switching, stochastic evolution, stochastic optimization, Differential equations, Optimization, Stochastic control systems, Control problems, Diffusion transfer, Markov diffusions, Markov switching, Semi-Markov, Semi-markov switching, Stochastic evolution, Stochastic optimizations, Systems of stochastic differential equations, Transfer process, Stochastic systems
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Cite:
Chabanyuk Y.M.,
Nikitin A.V.,
Khimka U.T.
(2023). Averaging in the control problem for the diffuison transfer process with semi-Markov switches. Cybernetics and Systems Analysis, 59 (4), 94–105. doi: https://doi.org/10.1007/s10559-023-00594-y http://jnas.nbuv.gov.ua/article/UJRN-0001415727 [In Ukrainian]. |
