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

被引：3

作者：

Kolnogorov, A. V. ^{[1
]}

机构：

[1] Yaroslav The Wise Novgorod State Univ, Veliky Novgorod, Russia

来源：

AUTOMATION AND REMOTE CONTROL | 2015年 / 76卷 / 07期

基金：

俄罗斯基础研究基金会;

关键词：

Income; Remote Control; Random Environment; Optimal Control Strategy; Minimax Risk;

D O I：

10.1134/S0005117915070085

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：1229 / 1241

页数：13

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