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

DOI10.1007/S10559-023-00594-YMaRDI QIDQ6087571zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

semi-Markov switchingstochastic evolutionstochastic optimization

Mathematics Subject Classification ID

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

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Cites work

• A difference stochastic optimization procedure with impulse perturbation
• Asymptotic Analyses for Complex Evolutionary Systems with Markov and Semi‐Markov Switching Using Approximation Schemes
• 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
• Asymptotics of normalized control with Markov switchings
• scientific article; zbMATH DE number 3602431 (Why is no real title available?)
• scientific article; zbMATH DE number 1509412 (Why is no real title available?)
• scientific article; zbMATH DE number 1834045 (Why is no real title available?)
• scientific article; zbMATH DE number 2208902 (Why is no real title available?)
• Switching Processes in Queueing Models

Cited in

(1)

• Controlled Switching Diffusions Under Ambiguity: The Average Criterion

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