System stability and optimal control

DOI10.1007/BF02432356MaRDI QIDQ1286601zbMATH OpenOpenAlexFDO

Authors Ekaterina V. Bulinskaya

Publication date 29 April 1999

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02432356

zbMATH Keywords

random walkstabilitystopping timeasymptotic behaviour

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Sums of independent random variables; random walks (60G50) Markov and semi-Markov decision processes (90C40) Adaptive or robust stabilization (93D21) Optimal stochastic control (93E20)

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• Asymptotic behaviour of a stopping time related to cumulative sum procedures and single-server queues

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(9)

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• System structure: stability and controllability
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• Cost and reliability approaches in inventory theory
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• Controlled random walk with a target site
• On the optimal control of a random walk with jumps and barriers

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