Sufficient optimality conditions for stochastic dynamical systems of random structure with markovian switchings

T. O. Lukashiv; I. V. Malyk

doi:10.1615/JAutomatInfScien.v48.i6.60

Sufficient optimality conditions for stochastic dynamical systems of random structure with markovian switchings

T. O. Lukashiv, I. V. Malyk

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

2 Citations (Scopus)

Abstract

General forms of the Bellman equation, Bellman functional were obtained for stochastic dynamical systems of random structure with Markovian switchings, which gives sufficient conditions of optimal control existence.

Original language	English
Pages (from-to)	60-67
Number of pages	8
Journal	Journal of Automation and Information Sciences
Volume	48
Issue number	6
DOIs	https://doi.org/10.1615/JAutomatInfScien.v48.i6.60
Publication status	Published - 2016
Externally published	Yes

Keywords

Bellman equation
Bellman functional
General forms
Markovian switchings
Optimal control existence
Stochastic dynamical systems of random structure
Sufficient conditions

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10.1615/JAutomatInfScien.v48.i6.60

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title = "Sufficient optimality conditions for stochastic dynamical systems of random structure with markovian switchings",

abstract = "General forms of the Bellman equation, Bellman functional were obtained for stochastic dynamical systems of random structure with Markovian switchings, which gives sufficient conditions of optimal control existence.",

keywords = "Bellman equation, Bellman functional, General forms, Markovian switchings, Optimal control existence, Stochastic dynamical systems of random structure, Sufficient conditions",

author = "Lukashiv, {T. O.} and Malyk, {I. V.}",

note = "Publisher Copyright: {\textcopyright} 2016 by Begell House Inc.",

year = "2016",

doi = "10.1615/JAutomatInfScien.v48.i6.60",

language = "English",

volume = "48",

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T1 - Sufficient optimality conditions for stochastic dynamical systems of random structure with markovian switchings

AU - Lukashiv, T. O.

AU - Malyk, I. V.

PY - 2016

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N2 - General forms of the Bellman equation, Bellman functional were obtained for stochastic dynamical systems of random structure with Markovian switchings, which gives sufficient conditions of optimal control existence.

AB - General forms of the Bellman equation, Bellman functional were obtained for stochastic dynamical systems of random structure with Markovian switchings, which gives sufficient conditions of optimal control existence.

KW - Bellman equation

KW - Bellman functional

KW - General forms

KW - Markovian switchings

KW - Optimal control existence

KW - Stochastic dynamical systems of random structure

KW - Sufficient conditions

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U2 - 10.1615/JAutomatInfScien.v48.i6.60

DO - 10.1615/JAutomatInfScien.v48.i6.60

M3 - Article

AN - SCOPUS:84982952657

SN - 1064-2315

VL - 48

SP - 60

EP - 67

JO - Journal of Automation and Information Sciences

JF - Journal of Automation and Information Sciences

IS - 6

ER -

Sufficient optimality conditions for stochastic dynamical systems of random structure with markovian switchings

Abstract

Keywords

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