Published 12 issues per year
ISSN Print: 1064-2315
ISSN Online: 2163-9337
Indexed in
Optimal Control Synthesis for Stochastic Dynamical Systems of Random Structure with the Markovian Switchings
ABSTRACT
The problem of synthesis of optimal control for stochastic dynamical system of random structures with the Markovian switchings is solved. For determination of the corresponding functions for construction of the Bellman functional and optimal control the system of differential equations is written, for which the existence of the unique solution was substantiated.
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Antonyuk Svitlana V., Byrka Marian F., Gorbatenko Mykola Y., Lukashiv Taras O., Malyk Igor V., Optimal Control of Stochastic Dynamic Systems of a Random Structure with Poisson Switches and Markov Switching, Journal of Mathematics, 2020, 2020. Crossref
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Lukashiv T., Malyk I., STABILITY OF CONTROLLED STOCHASTIC DYNAMIC SYSTEMS OF RANDOM STRUCTURE WITH MARKOV SWITCHES AND POISSON PERTURBATIONS, Bukovinian Mathematical Journal, 10, 1, 2022. Crossref