Avtomatika i Telemekhanika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Avtomat. i Telemekh.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Avtomatika i Telemekhanika, 1981, Issue 10, Pages 63–70 (Mi at5957)  
Stochastic Systems

The problem of stochastic control with random constraints on the control signal

M. S. Markish

Moscow
Full-text PDF (1399 kB)
Abstract: The paper is concerned with optimal control of a stochastic system where constraints on the control signal depend on the state of the system or the environment. This problem can be solved by reduction to a common stochastic control problem. An example is considered which is maximization of the mean time to the first crossing of the boundary.

Received: 19.08.1980
Bibliographic databases:
Document Type: Article
UDC: 62-505
Language: Russian
Citation: M. S. Markish, “The problem of stochastic control with random constraints on the control signal”, Avtomat. i Telemekh., 1981, no. 10, 63–70; Autom. Remote Control, 42:10 (1981), 1331–1337
Citation in format AMSBIB
\Bibitem{Mar81}
\by M.~S.~Markish
\paper The problem of stochastic control with random constraints on the control signal
\jour Avtomat. i Telemekh.
\yr 1981
\issue 10
\pages 63--70
\mathnet{http://mi.mathnet.ru/at5957}
\zmath{https://zbmath.org/?q=an:0489.93068}
\transl
\jour Autom. Remote Control
\yr 1981
\vol 42
\issue 10
\pages 1331--1337
Linking options:
  • https://www.mathnet.ru/eng/at5957
  • https://www.mathnet.ru/eng/at/y1981/i10/p63
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
    Statistics & downloads:
    Abstract page:92
    Full-text PDF :40
    First page:2
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024