44690 | ИПУ РАН

Автор(ы):

Автор(ов):

Параметры публикации

Тип публикации:

Статья в журнале/сборнике

Название:

ON AVERAGED EXPECTED COST CONTROL AS RELIABILITY FOR 1D ERGODIC DIFFUSIONS

ISBN/ISSN:

ISSN 1932-2321

DOI:

https://doi.org/10.24411/1932-2321-2017-14003

Наименование источника:

RT&A Electronic Journal Reliability: Theory & Applications

Обозначение и номер тома:

No 4 (47) Volume 12, December 2017

Город:

Medford, USA

Издательство:

Gnedenko http://www.gnedenko-forum.org/

Год издания:

2017

Страницы:

31-38 http://gnedenko-forum.org/Journal/2017/042017/RTA_4_2017-03.pdf

Аннотация

For a Markov model described by a one-dimensional diffusion with ergodic control without discount on the infinite horizon an ergodic Bellman equation is proved for the optimal readiness coefficient; convergence of the iteration improvement algorithm is established.

Библиографическая ссылка:

Анулова С.В., Веретенников А.Ю., Mai H.H. ON AVERAGED EXPECTED COST CONTROL AS RELIABILITY FOR 1D ERGODIC DIFFUSIONS // RT&A Electronic Journal Reliability: Theory & Applications. 2017. No 4 (47) Volume 12, December 2017. С. 31-38 http://gnedenko-forum.org/Journal/2017/042017/RTA_4_2017-03.pdf.