Optimal Control of Stochastic Dynamic Systems of a Random Structure with Poisson Switches and Markov Switching

Svitlana V. Antonyuk; Marian F. Byrka; Mykola Y. Gorbatenko; Taras O. Lukashiv; Igor V. Malyk

doi:10.1155/2020/9457152

Optimal Control of Stochastic Dynamic Systems of a Random Structure with Poisson Switches and Markov Switching

Svitlana V. Antonyuk, Marian F. Byrka, Mykola Y. Gorbatenko, Taras O. Lukashiv^*, Igor V. Malyk

^*Corresponding author for this work

Research output: Contribution to journal › Article › Research › peer-review

Abstract

The problem of synthesis of the optimal control for a stochastic dynamic system of a random structure with Poisson perturbations and Markov switching is solved. To determine the corresponding functions for Bellman functional and optimal control the system of ordinary differential equation is investigated.

Original language	English
Article number	9457152
Journal	Journal of Mathematics
Volume	2020
DOIs	https://doi.org/10.1155/2020/9457152
Publication status	Published - 2020
Externally published	Yes

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title = "Optimal Control of Stochastic Dynamic Systems of a Random Structure with Poisson Switches and Markov Switching",

abstract = "The problem of synthesis of the optimal control for a stochastic dynamic system of a random structure with Poisson perturbations and Markov switching is solved. To determine the corresponding functions for Bellman functional and optimal control the system of ordinary differential equation is investigated.",

author = "Antonyuk, {Svitlana V.} and Byrka, {Marian F.} and Gorbatenko, {Mykola Y.} and Lukashiv, {Taras O.} and Malyk, {Igor V.}",

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doi = "10.1155/2020/9457152",

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AU - Antonyuk, Svitlana V.

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AU - Gorbatenko, Mykola Y.

AU - Lukashiv, Taras O.

AU - Malyk, Igor V.

PY - 2020

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AB - The problem of synthesis of the optimal control for a stochastic dynamic system of a random structure with Poisson perturbations and Markov switching is solved. To determine the corresponding functions for Bellman functional and optimal control the system of ordinary differential equation is investigated.

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DO - 10.1155/2020/9457152

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AN - SCOPUS:85087952253

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VL - 2020

JO - Journal of Mathematics

JF - Journal of Mathematics

M1 - 9457152

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Optimal Control of Stochastic Dynamic Systems of a Random Structure with Poisson Switches and Markov Switching

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