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Avtomatika i Telemekhanika, 2015, Issue 7, Pages 111–126
(Mi at14258)
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This article is cited in 9 scientific papers (total in 9 papers)
Stochastic Systems, Queuing Systems
On a limiting description of robust parallel control in a random environment
A. V. Kolnogorov Yaroslav-the-Wise Novgorod State University, Veliky Novgorod, Russia
Abstract:
We establish the threshold nature and some limiting properties of the optimal control strategy. We show a limiting description of a previously obtained invariant integro-difference equation that describes a control by a second order partial differential equation. Numerical experiments show that solutions to the partial differential invariant integro-difference equations are close to each other.
Citation:
A. V. Kolnogorov, “On a limiting description of robust parallel control in a random environment”, Avtomat. i Telemekh., 2015, no. 7, 111–126; Autom. Remote Control, 76:7 (2015), 1229–1241
Linking options:
https://www.mathnet.ru/eng/at14258 https://www.mathnet.ru/eng/at/y2015/i7/p111
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Statistics & downloads: |
Abstract page: | 337 | Full-text PDF : | 65 | References: | 70 | First page: | 19 |
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