Stochastic integral by a semi-Markov process of diffusion type.
Kharlamov, B.V. (2005)
Zapiski Nauchnykh Seminarov POMI
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Kharlamov, B.V. (2005)
Zapiski Nauchnykh Seminarov POMI
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Sergei E. Kuznetsov (1992)
Séminaire de probabilités de Strasbourg
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Jacek Banasiak (2003)
Banach Center Publications
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We shall present necessary and sufficient conditions for both conservativity and uniqueness of solutions to birth-and-death system of equations using methods of semigroup theory. The derived conditions correspond to the uniqueness criteria for forward and backward birth-and-death systems due to Reuter, [10,11,1], that were derived in a different context by Markov processes' techniques.
Anna Jaśkiewicz (2009)
Applicationes Mathematicae
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We establish the average cost optimality equation and show the existence of an (ε-)optimal stationary policy for semi-Markov control processes without compactness and continuity assumptions. The only condition we impose on the model is the V-geometric ergodicity of the embedded Markov chain governed by a stationary policy.
Anne Estrade (1997)
Séminaire de probabilités de Strasbourg
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Chaoqun Zhu, Bin Yang, Xiang Zhu (2020)
Kybernetika
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This paper is concerned with the finite and infinite horizon optimal control issue for a class of networked control systems with stochastic communication protocols. Due to the limitation of networked bandwidth, only the limited number of sensors and actuators are allowed to get access to network mediums according to stochastic access protocols. A discrete-time Markov chain with a known transition probability matrix is employed to describe the scheduling behaviors of the stochastic access...
Ryszard Rudnicki (2000)
Applicationes Mathematicae
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This note contains a survey of recent results concerning asymptotic properties of Markov operators and semigroups. Some biological and physical applications are given.
R. L. Disney, D. C. McNickle (1985)
Applicationes Mathematicae
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Jan Malczak (1992)
Rendiconti del Seminario Matematico della Università di Padova
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Fernando Luque-Vásquez, Onésimo Hernández-Lerma (1999)
Applicationes Mathematicae
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This paper studies semi-Markov control models with Borel state and control spaces, and unbounded cost functions, under the average cost criterion. Conditions are given for (i) the existence of a solution to the average cost optimality equation, and for (ii) the existence of strong optimal control policies. These conditions are illustrated with a semi-Markov replacement model.
Bernard Frankpitt, John S. Baras (1998)
Kybernetika
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This paper provides a summary of our recent work on the problem of combined estimation and control of systems described by finite state, hidden Markov models. We establish the stochastic framework for the problem, formulate a separated control policy with risk-sensitive cost functional, describe an estimation scheme for the parameters of the hidden Markov model that describes the plant, and finally indicate how the combined estimation and control problem can be re-formulated in a framework...