Asymptotics of normalized control with Markov switchings

DOI10.1007/S11253-017-1291-0MaRDI QIDQ1729534zbMATH OpenOpenAlexFDO

Authors A. V. Nikitin, U. T. Khimka

Publication date 27 February 2019

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11253-017-1291-0

zbMATH Keywords

asymptotic normalitycontrolMarkov switchingsprocess of transfer of Markov perturbations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25) Stochastic systems in control theory (general) (93E03)

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Cites work

• Continuous procedure of stochastic approximation in a semi-Markov medium
• scientific article; zbMATH DE number 3609557 (Why is no real title available?)
• scientific article; zbMATH DE number 195227 (Why is no real title available?)
• scientific article; zbMATH DE number 822726 (Why is no real title available?)
• scientific article; zbMATH DE number 1438973 (Why is no real title available?)
• scientific article; zbMATH DE number 5025892 (Why is no real title available?)
• Stochastic systems in merging phase space.

Cited in

(10)

• Control problem for the impulse process under stochastic optimization procedure and Lévy conditions
• Asymptotic properties of the impulse perturbation process under Lévy approximation conditions with the point of equilibrium of the quality criterion
• Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
• Differential equations with small stochastic additions under Poisson approximation conditions
• Differential equations with small stochastic terms under the Lévy approximating conditions
• Asymptotic normality of discrete-time Markov control processes
• Stochastic approximation procedure in semi-Markov environment applied to alcohol consumption model
• Averaging in the control problem for the diffusion transfer process with semi-Markov switching
• Asymptotic dissipativity of random processes with impulse perturbation in the Poisson approximation scheme
• Asymptotic properties of a stochastic diffusion transfer process with an equilibrium point of a quality criterion

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