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Avtomatika i Telemekhanika, 2016, Issue 10, Pages 78–92 (Mi at14566)  
This article is cited in 8 scientific papers (total in 8 papers)

Stochastic Systems, Queuing Systems

Analysis of criteria for long-run average in the problem of stochastic linear regulator

E. S. Palamarchukab

a Central Economics and Mathematics Institute, Russian Academy of Sciences, Moscow, Russia
b National Research University Higher School of Economics, Moscow, Russia
Full-text PDF (1034 kB) Citations (8)
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Abstract: The optimality criteria used in the problem of stochastic linear regulator over an infinite time horizon were analyzed. A certain criterion for long-run average and pathwise ergodic were shown to be inefficient with regard for the disturbance factor. Consideration was given to a new criterion of the extended long-run average and its use in the discounted control systems.
Funding agency Grant number
Ministry of Education and Science of the Russian Federation 5-100
The study has been funded by the Russian Academic Excellence Project “5-100”.
Presented by the member of Editorial Board: A. V. Nazin

Received: 17.08.2015
English version:
Automation and Remote Control, 2016, Volume 77, Issue 10, Pages 1756–1767
DOI: https://doi.org/10.1134/S0005117916100039
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: E. S. Palamarchuk, “Analysis of criteria for long-run average in the problem of stochastic linear regulator”, Avtomat. i Telemekh., 2016, no. 10, 78–92; Autom. Remote Control, 77:10 (2016), 1756–1767
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/at/y2016/i10/p78
    • This publication is cited in the following 8 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Full-text PDF :31
    References:28
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