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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| Format: | Artigo |
| Sprog: | Alemão |
| Udgivet: |
Ivan Franko National University of Lviv
2021-03-01
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| Serier: | Математичні Студії |
| Fag: | |
| Online adgang: | http://matstud.org.ua/ojs/index.php/matstud/article/view/109 |
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