ASYMPTOTIC PROPERTIES AND OPTIMIZATION OF SOME NON-MARKOVIAN STOCHASTIC PROCESSES

作者：Gordienko Evgueni^*; Garcia Antonio; Ruiz de Chavez Juan

来源：Kybernetika, 2009, 45(3): 475-490.

• nonmarkovian control sequence
• average cost
• attracting point
• nonlinear optimitation
• stability

We study the limit behavior of certain classes of dependent random sequences (processes) which do not possess the Markov property. Assuming these processes depend on a control parameter we show that the optimization of the control can be reduced to a problem of nonlinear optimization. Under certain hypotheses we establish the stability of such optimization problems.

• 出版日期2009