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Avtomatika i Telemekhanika, 1981, Issue 1, Pages 31–40
(Mi at5693)
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Stochastic Systems
Search for $\varepsilon$-optimal strategies for observation of a markov process
A. B. Piunovskiy, E. A. Saksonov Moscow
Abstract:
The moment of observation of a Markov process are determined so that the losses sustained in the absorbind state and consts of observation over a finite time interval be different from the optimal value by no more than a specified $\varepsilon$. Search algorithms are proposed for all possible programmed observation programs. An example is given of solving an applied problem of determining test points in an industrial process.
Received: 19.02.1980
Citation:
A. B. Piunovskiy, E. A. Saksonov, “Search for $\varepsilon$-optimal strategies for observation of a markov process”, Avtomat. i Telemekh., 1981, no. 1, 31–40; Autom. Remote Control, 42:1 (1981), 23–31
Linking options:
https://www.mathnet.ru/eng/at5693 https://www.mathnet.ru/eng/at/y1981/i1/p31
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Statistics & downloads: |
Abstract page: | 99 | Full-text PDF : | 40 | First page: | 2 |
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