Dynamic system evolution and Markov chain approximation

DOI10.1155/S1026022698000028MaRDI QIDQ1303524zbMATH OpenOpenAlexFDO

Authors R. V. N. Melnik

Publication date 4 April 2000

Published in Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/120178

zbMATH Keywords

decision makinghyperbolicity of dynamic rulesinformation theorymathematical modellingstochastic optimal control

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

Review text

Mathematical modelling of dynamic system evolution is studied here as a problem in information theory. The construction of mathematical models is treated as a decision making process with limited information, and computational models for evolution are derived using the Markov chain approximations. Particularly, a stable approximation for the hyperbolic model is obtained and an algorithm is given. Some closely related results of the author on the associated stochastic optimal control are published somewhere else [cf. IEEE Int. Symp. Information Theory, Ulm; Germany, June 29--July 4 (1997), IEEE Catalog No. 97CH36074; Numer. Funct. Anal. Optimization 18, No. 3-4, 401-426 (1997; Zbl 0879.49006)].

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(8)

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• Asymptotic Analyses for Complex Evolutionary Systems with Markov and Semi‐Markov Switching Using Approximation Schemes
• Dynamic approximation of a random information functional
• Modelling the behavior of human crowds as coupled active-passive dynamics of interacting particle systems
• Markov chain network training and conservation law approximations: Linking microscopic and macroscopic models for evolution

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