Asymptotic Properties of a Stochastic Diffusion Transfer Process with an Equilibrium Point of a Quality Criterion

Nikitin, A. V. (2015) Asymptotic Properties of a Stochastic Diffusion Transfer Process with an Equilibrium Point of a Quality Criterion. Cybernetics and Systems Analysis, 51 (4). pp. 650-656. ISSN 1060-0396

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Abstract

Weak convergence conditions are obtained for a diffusion transfer process with Markov switchings and control with an equilibrium point of quality criterion functions. A procedure is constructed for the stochastic approximation of such a point in a scheme of series.

Item Type:	Article
Uncontrolled Keywords:	stochastic diffusion equation, generator on a Banach space, Markov process, stochastic approximation procedure
Subjects:	by fields of science > Mathematics
Divisions:	The College of Economics Management > Department of Economic-Mathematical Modeling and Information Technologies
Depositing User:	Anatolii Nikitin
Date Deposited:	22 Mar 2024 19:18
Last Modified:	22 Mar 2024 19:18
URI:	https://eprints.oa.edu.ua/id/eprint/9076

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