Asymptotic properties and optimization of some non-Markovian stochastic processes

Title:

Asymptotic properties and optimization of some non-Markovian stochastic processes

Creator:

Gordienko, Evgueni, Garcia, Antonio, and Ruiz de Chavez, Juan

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:e172e1e1-2d55-4709-9700-30d4a23d0da1
uuid:e172e1e1-2d55-4709-9700-30d4a23d0da1

Subject:

nonmarkovian control sequence, average cost, attracting point, nonlinear optimization, and stability

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

We study the limit behavior of certain classes of dependent random sequences (processes) which do not possess the Markov property. Assuming these processes depend on a control parameter we show that the optimization of the control can be reduced to a problem of nonlinear optimization. Under certain hypotheses we establish the stability of such optimization problems.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[475]-490

Source:

Kybernetika | 2009 Volume:45 | Number:3

Harvested from:

CDK

Metadata only:

false