Averaging in the control problem for the diffusion transfer process with semi-Markov switching

DOI10.1007/S10559-023-00594-YOpenAlexW4385278924MaRDI QIDQ6087571FDOQ6087571

Authors: Ya. M. Chabanyuk, A. V. Nikitin, U. T. Khimka 

Publication date: 15 November 2023

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-023-00594-y

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zbMATH Keywords

stochastic optimizationstochastic evolutionsemi-Markov switching

Mathematics Subject Classification ID

Diffusion processes (60J60) Optimal stochastic control (93E20)

Cites Work

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• Switching Processes in Queueing Models
• A difference stochastic optimization procedure with impulse perturbation
• Asymptotics of normalized control with Markov switchings
• Asymptotic dissipativity of random processes with impulse perturbation in the Poisson approximation scheme
• Asymptotic properties of the impulse perturbation process under Lévy approximation conditions with the point of equilibrium of the quality criterion
• Asymptotic Analyses for Complex Evolutionary Systems with Markov and Semi‐Markov Switching Using Approximation Schemes

Cited In (1)

• Controlled Switching Diffusions Under Ambiguity: The Average Criterion

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