Control problem for the impulse process under stochastic optimization procedure and Levy conditions
A stochastic approximation procedure and a limit generator of the original problem are constructed for a system of stochastic differential equations with Markov switching and impulse perturbation under Levy approximation conditions with control, which is determined by the condition for the extremum...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Alemão |
| Publicado em: |
Ivan Franko National University of Lviv
2021-03-01
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| coleção: | Математичні Студії |
| Assuntos: | |
| Acesso em linha: | http://matstud.org.ua/ojs/index.php/matstud/article/view/109 |
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