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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Autori principali:	Ya. M. Chabanyuk, A. V. Nikitin, U. T. Khimka
Natura:	Artigo
Lingua:	Alemão
Pubblicazione:	Ivan Franko National University of Lviv 2021-03-01
Serie:	Математичні Студії
Soggetti:	random evolution; levy approximation conditions; stochastic optimization procedure; markov process.
Accesso online:	http://matstud.org.ua/ojs/index.php/matstud/article/view/109
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