A. V. Kolnogorov, “On a limiting description of robust parallel control in a random environment”, Avtomat. i Telemekh., 2015, Issue 7,Pages <nobr>111

This article is cited in 10 papers

Stochastic Systems, Queuing Systems

On a limiting description of robust parallel control in a random environment

A. V. Kolnogorov

Yaroslav-the-Wise Novgorod State University, Veliky Novgorod, Russia

Abstract: We establish the threshold nature and some limiting properties of the optimal control strategy. We show a limiting description of a previously obtained invariant integro-difference equation that describes a control by a second order partial differential equation. Numerical experiments show that solutions to the partial differential invariant integro-difference equations are close to each other.

Presented by the member of Editorial Board: A. V. Nazin

Received: 22.08.2012