Control problem for the impulse process under stochastic optimization procedure and Lévy conditions

DOI10.30970/ms.55.1.107-112zbMath1481.60128OpenAlexW3135485169MaRDI QIDQ2028195

U. T. Khimka, A. V. Nikitin, Yaroslav M. Chabanyuk

Publication date: 31 May 2021

Published in: Matematychni Studiï (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.30970/ms.55.1.107-112

zbMATH Keywords

Markov processrandom evolutionstochastic optimization procedureLévy approximation conditions

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

• Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach
• A difference stochastic optimization procedure with impulse perturbation
• Asymptotic properties of a stochastic diffusion transfer process with an equilibrium point of a quality criterion
• Asymptotics of normalized control with Markov switchings
• Asymptotic properties of the impulse perturbation process under Lévy approximation conditions with the point of equilibrium of the quality criterion
• Differential equations with small stochastic terms under the Lévy approximating conditions
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