Asymptotic properties of a stochastic diffusion transfer process with an equilibrium point of a quality criterion

DOI10.1007/S10559-015-9756-3MaRDI QIDQ747317zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 23 October 2015

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

Full work available at URL https://doi.org/10.1007/s10559-015-9756-3

zbMATH Keywords

generator on a Banach spaceMarkov processstochastic approximation procedurestochastic diffusion equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control/observation systems in abstract spaces (93C25) Optimal stochastic control (93E20)

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Cites work

• A difference stochastic optimization procedure with impulse perturbation
• Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
• scientific article; zbMATH DE number 45633 (Why is no real title available?)
• scientific article; zbMATH DE number 3609557 (Why is no real title available?)
• scientific article; zbMATH DE number 195227 (Why is no real title available?)
• scientific article; zbMATH DE number 822726 (Why is no real title available?)
• scientific article; zbMATH DE number 1438973 (Why is no real title available?)

Cited in

(4)

• Asymptotics of normalized control with Markov switchings
• Control problem for the impulse process under stochastic optimization procedure and Lévy conditions
• Peculiarities of construction and analysis of the information warfare model with Markov switchings and impulse perturbations under Levy approximation conditions
• Asymptotic dissipativity of random processes with impulse perturbation in the Poisson approximation scheme

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