Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching (Q2194694)

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Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching
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    Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching (English)
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    7 September 2020
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    Summary: The problem of synthesis of the optimal control for a stochastic dynamic system of a random structure with Poisson perturbations and Markov switching is solved. To determine the corresponding functions for Bellman functional and optimal control the system of ordinary differential equation is investigated.
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